简体   繁体   中英

MGCV get design matrix

GAM regression with splines basis is defined by the following cost function:

cost = ||y - S \\beta ||^2 + scale * integral(|S'' \\beta|^2)

where S is the design matrix defined by the splines.

In RI can compute gam with the following code:

library('mgcv')
data = data.frame('x'=c(1,2,3,4,5), 'y'=c(1,0,0,0,1))

g = gam(y~s(x, k = 4),family = 'binomial', data = data, scale = 0.5)
plot(g)

I would like to get the design matrix S that is generated by s() function.

How can I do that?

I believe there are two ways to get the design matrix from a gamObject

library('mgcv')
data <- data.frame('x'=c(1,2,3,4,5), 'y'=c(1,0,0,0,1))

g <-  gam(y~s(x, k = 4),family = 'binomial', data = data, scale = 0.5)
plot(g)

(option1 <- predict(g, type = "lpmatrix"))
# (Intercept)      s(x).1      s(x).2     s(x).3
# 1           1  1.18270529 -0.39063809 -1.4142136
# 2           1  0.94027407  0.07402655 -0.7071068
# 3           1 -0.03736554  0.32947477  0.0000000
# 4           1 -0.97272283  0.21209396  0.7071068
# 5           1 -1.11289099 -0.22495720  1.4142136
# attr(,"model.offset")
# [1] 0
(option2 <- model.matrix.gam(g))
# (Intercept)      s(x).1      s(x).2     s(x).3
# 1           1  1.18270529 -0.39063809 -1.4142136
# 2           1  0.94027407  0.07402655 -0.7071068
# 3           1 -0.03736554  0.32947477  0.0000000
# 4           1 -0.97272283  0.21209396  0.7071068
# 5           1 -1.11289099 -0.22495720  1.4142136
# attr(,"model.offset")
# [1] 0

The technical post webpages of this site follow the CC BY-SA 4.0 protocol. If you need to reprint, please indicate the site URL or the original address.Any question please contact:yoyou2525@163.com.

 
粤ICP备18138465号  © 2020-2024 STACKOOM.COM