2012 · 569 citations · 0 references
ComputingData ScienceTime Series AnalysisGeneralized Linear ModelsMonte Carlo MethodsGeneralized Least Squares EstimationParameter SelectionRidge RegressionSmoothing AlgorithmsSmoothing EstimationSmoothing Parameter SelectionSmoothing Splines
R package for GAMs and other generalized ridge regression with multiple smoothing parameter selection by GCV, REML or UBRE/AIC. Also GAMMs. Includes a gam() function. A recommended package supplied with the R statistical language and environment.