问：mgcv::gam() 对系数有限制
[英]Q: mgcv::gam() with constraints on the coefficents
问题描述
I'm fitting a logit GAM model and need to impose an inequality constraints on beta's in the smooth terms.
我正在拟合 logit GAM model 并且需要在平滑条件下对 beta 施加不等式约束。 I've tried mgcv::pcls() but it seems I can't specify the independent inequalities for the different spline coefficients.我试过 mgcv::pcls() 但似乎我无法为不同的样条系数指定独立的不等式。 What's the recommended way to achieve this?实现这一目标的推荐方法是什么？
1 个解决方案
解决方案1
1 2019-10-26 10:17:34
Found an answer myself, posting it just in case someone will look for it.自己找到了答案，发布它以防有人会寻找它。 Mono.con function in mgcv generates constraint matrices Ain and bin. mgcv 中的 Mono.con function 生成约束矩阵 Ain 和 bin。 For several splines, Ain matrices should be just put together into a single block-diagonal matrix.对于几个样条，Ain 矩阵应该只是放在一起成一个块对角矩阵。
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