[R] GAMs under R?

[Simon Wood]

Linked from my web page (and on the RSS site) there's an R package
(mgcv) for fitting and smoothing parameter estimation (by GCV) for models
with multiple penalties. I wrote it to deal with various non-linear
problems, but it lets you set up GAMs using penalized regression splines -
and the package includes code for doing this. If this is any use to you,
you'd need to add in the `generalized' bit of GAMs yourself, but that's
pretty trivial, given the code that's there (it's on my `to do' list). 
The smoothing parameter selection method is a generalization of Gu and
Wahba's multiple gcv method for spline models to problems with less
structure. 

Simon
  ______________________________________________________________________
> Simon Wood  snw at st-and.ac.uk  http://www.ruwpa.st-and.ac.uk/simon.html
> The Mathematical Institute, North Haugh, St. Andrews, Fife KY16 9SS UK
> Direct telephone: (0)1334 463799          Indirect fax: (0)1334 463748 


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