| full.score {mgcv} | R Documentation |
gam allows the option to `polish' smoothing parameter
estimates by minimising the GCV/UBRE score calculated at convergence of the IRLS
algorithm, given a set of smoothing parameters, rather than using the `performance
iteration' method which estimates smoothing parameters within the IRLS loop. The
estimates are often slightly different, since the performance iteration effectively
neglects the dependence of the iterative weights on the smoothing parameters.
The `polishing' optimisation is fairly crude and numerically costly.
nlm is used to minimise the scores with respect to the smoothing
parameters, and this routine is designed to be supplied to it as an argument.
This is basically a service routine for gam, and is not usually
called directly by users.
full.score(sp,G,family,control,gamma)
sp |
The logs of the smoothing parameters |
G |
a list returned by gam.setup |
family |
The family object for the GAM. |
control |
a list returned be gam.control |
gamma |
the degrees of freedom inflation factor (usually 1). |
The value of the GCV/UBRE score, with attribute "full.gam.object"
which is the full object returned by gam.fit.
Simon N. Wood simon@stats.gla.ac.uk