[R] mgcv::gam shrinkage of smooths

[David Katz]

In Dr. Wood's book on GAM, he suggests in section 4.1.6 that it might be
useful to shrink a single smooth by adding S=S+epsilon*I to the penalty
matrix S. The context was the need to be able to shrink the term to zero if
appropriate. I'd like to do this in order to shrink the coefficients towards
zero (irrespective of the penalty for "wiggliness") - but not necessarily
all the way to zero. IE, my informal prior is to keep the contribution of a
specific term small.

1) Is adding eps*I to the penalty matrix an effective way to achieve this
goal?

2) How do I accomplish this in practice using mgcv::gam?

Thanks.
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