R package scam

scam is an R package which implements generalized additive modelling under shape constraints on the component functions of the linear predictor. Models can contain multiple shape constrained and unconstrained terms as well as bivariate smooths with double or single monotonicity. The routines of mgcv(gam) package by Simon Wood are used for setting up the model matrix, printing and plotting the results. Penalized log likelihood maximization is used to fit the model with the automatic multiple smoothness selection.

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Last modified 20/01/2012