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lin

Linear Effects for BAMLSS


Description

This smooth constructor implements simple linear effects. The columns of the design matrix are automatically scaled. The main advantage of this constructor is speed when used in the BAMLSS boosting algorithm boost. Optionally, a ridge penalty can be added, please see the example.

Usage

## Linear smooth constructor.
lin(...)

## For mgcv.
## S3 method for class 'linear.smooth.spec'
smooth.construct(object, data, knots, ...)

Arguments

...

For function lin() a formula of the type ~x1+x2+x3 that specifies the covariates that should be modeled.

object, data, knots

See smooth.construct.

Value

Function lin(), similar to function s a simple smooth specification object.

See Also

Examples

## Not run: ## Simulate data.
set.seed(123)
d <- GAMart()

## Estimate model.
f <- num ~ lin(~x1+x2+x3+fac,ridge=TRUE)

b <- bamlss(f, data = d)

summary(b)

## End(Not run)

bamlss

Bayesian Additive Models for Location, Scale, and Shape (and Beyond)

v1.1-3
GPL-2 | GPL-3
Authors
Nikolaus Umlauf [aut, cre] (<https://orcid.org/0000-0003-2160-9803>), Nadja Klein [aut] (<https://orcid.org/0000-0002-5072-5347>), Achim Zeileis [aut] (<https://orcid.org/0000-0003-0918-3766>), Meike Koehler [ctb], Thorsten Simon [aut] (<https://orcid.org/0000-0002-3778-7738>), Stanislaus Stadlmann [ctb]
Initial release
2021-01-25

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