I have posted an update to the GAM package. Note that this package implements gam() as described in the "White" S book (Statistical models in S). In particular, you can fit models with lo() terms (local regression) and/or s() terms (smoothing splines), mixed in, of course, with any terms appropriate for glms. A number of bugs in version 0.92 have been fixed; notably 1) some problems with predict and newdata 2) plot.gam now works with any model for which predict( ..., type="terms") is appropriate (well, at least several). Examples are lm, glm, gam and coxph models. So for example, if you have fit a Cox model cox1 <- coxph( Surv(Survival, death) ~ Grade + ns(Age,4) + ns(Size,4)) Then plot.gam(cox1, se=T) will produce three plots, one for each term in the model, with standard error bands. 3) I have implemented the fast versions of backfitting for models consisting of all local regression terms (lo.wam) or all smoothing spline terms (s.wam). Please let me know of any problems with the gam package Trevor Hastie -------------------------------------------------------------------   Trevor Hastie                                  hastie@stanford.edu    Professor, Department of Statistics, Stanford University   Phone: (650) 725-2231 (Statistics)          Fax: (650) 725-8977    (650) 498-5233 (Biostatistics)   Fax: (650) 725-6951   URL: http://www-stat.stanford.edu/~hastie    address: room 104, Department of Statistics, Sequoia Hall            390 Serra Mall, Stanford University, CA 94305-4065  -------------------------------------------------------------------- [[alternative text/enriched version deleted]]