SOP

CRANSOPMaRDI QIDQ123855FDOQ123855

Generalised Additive P-Spline Regression Models Estimation

Maria Xose Rodriguez Rodriguez-Alvarez, Manuel Oviedo de la Fuente

Last update: 15 September 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.0, 1.0-1

Description

Generalised additive P-spline regression models estimation using the separation of overlapping precision matrices (SOP) method. Estimation is based on the equivalence between P-splines and linear mixed models, and variance/smoothing parameters are estimated based on restricted maximum likelihood (REML). The package enables users to estimate P-spline models with overlapping penalties. Based on the work described in Rodriguez-Alvarez et al. (2015) <doi:10.1007/s11222-014-9464-2>; Rodriguez-Alvarez et al. (2019) <doi:10.1007/s11222-018-9818-2>, and Eilers and Marx (1996) <doi:10.1214/ss/1038425655>.

Cites work

• Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm
• On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing
• Flexible smoothing with B-splines and penalties

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