Generalized Additive Models with Flexible Response Functions

Standard generalized additive models assume a response function, which induces an assumption on the shape of the distribution of the response. However, miss-specifying the response function results in biased estimates. Therefore in Spiegel et al. (2017) we propose to estimate the response function jointly with the covariate effects. This package provides the underlying functions to estimate these generalized additive models with flexible response functions. The estimation is based on an iterative algorithm. In the outer loop the response function is estimated, while in the inner loop the covariate effects are determined. For the response function a strictly monotone P-spline is used while the covariate effects are estimated based on a modified Fisher-Scoring algorithm. Overall the estimation relies on the 'mgcv'-package.


FlexGAM 0.7.0

  • This is the first release of the package to CRAN.

Reference manual

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0.7.0 by Elmar Spiegel, a year ago

Browse source code at

Authors: Elmar Spiegel [aut, cre]

Documentation:   PDF Manual  

GPL-2 license

Imports graphics, MASS, Matrix, scam, splines, stats

Depends on mgcv

See at CRAN