At 06:09 AM 5/1/00 +0100, Prof Brian D Ripley wrote:
On Sun, 30 Apr 2000, Stephen R. Laniel wrote:
I was just now surprised to note that functions to go generalized additive models don't appear to exist under R 1.000. In particular, the gam() and loess() functions aren't there. Are they hidden somewhere and I just haven't noticed?
loess: yes, and it's not really hidden. It is in standard package modreg. It does not do `generalized additive models' though, even under S. (The R implementation is a little less general than that in S.) gam(): no, it is not there. Look at the original code to see one reason why: it is highly convoluted and not at all well documented. I think additive models have been greatly over-sold in certain statistical circles, but if you want to use them for least-squares fitting, try bruto (in package mda on CRAN) instead as at least that makes a sensible attempt to choose the smoothness of the variable transformations.
The restriction "for least-squares fitting" is crucial. bruto is a form of additive model fitting, not *generalized* additive model fitting. If you have to deal with binomial, poisson, .... models it doesn't help much.
I wonder why you were surprised? See section 5.6 of the FAQ:
5.6 How can I contribute to R?
==============================
[...]
One place where functionality is still missing is the modeling
software as described in "Statistical Models in S" (see *Note What is
S?::); Generalized Additive Models (*gam*) and some of the nonlinear
modeling code are not there yet.
which shows we are still waiting for a volunteer (hint, hint).
But the effort required should not be under-estimated and the need for a *good* implementation is pretty strict. A mediocre or worse implementation is in many ways worse than useless and even dangerous. This looks like a pretty interesting component of an Honours project in Statistics, if some student is interested in computations and penalized estimation.
-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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