| te {mgcv} | R Documentation |
Function used in definition of tensor product smooth terms within
gam model formulae. The function does not evaluate a
smooth - it exists purely to help set up a model using tensor product
based smooths. Designed to construct tensor products from any marginal
smooths with a basis-penalty representation (with the restriction that each
marginal smooth must have only one penalty).
te(..., k=NA,bs="cr",m=NA,d=NA,by=NA,fx=FALSE,
mp=TRUE,np=TRUE,xt=NULL,id=NULL,sp=NULL)
... |
a list of variables that are the covariates that this smooth is a function of. |
k |
the dimension(s) of the bases used to represent the smooth term.
If not supplied then set to |
bs |
array (or single character string) specifying the type for each
marginal basis. |
m |
The order of the spline and its penalty (for smooth classes that use this) for each term.
If a single number is given then it is used for all terms. A vector can be used to
supply a different |
d |
array of marginal basis dimensions. For example if you want a smooth for 3 covariates
made up of a tensor product of a 2 dimensional t.p.r.s. basis and a 1-dimensional basis, then
set |
by |
a numeric or factor variable of the same dimension as each covariate.
In the numeric vector case the elements multiply the smooth evaluated at the corresponding
covariate values (a ‘varying coefficient model’ results).
In the factor case causes a replicate of the smooth to be produced for
each factor level. See |
fx |
indicates whether the term is a fixed d.f. regression
spline ( |
mp |
|
np |
|
xt |
Either a single object, providing any extra information to be passed to each marginal basis constructor, or a list of such objects, one for each marginal basis. |
id |
A label or integer identifying this term in order to link its smoothing
parameters to others of the same type. If two or more smooth terms have the same
|
sp |
any supplied smoothing parameters for this term. Must be an array of the same
length as the number of penalties for this smooth. Positive or zero elements are taken as fixed
smoothing parameters. Negative elements signal auto-initialization. Over-rides values supplied in
|
Smooths of several covariates can be constructed from tensor products of the bases
used to represent smooths of one (or sometimes more) of the covariates. To do this ‘marginal’ bases
are produced with associated model matrices and penalty matrices, and these are then combined in the
manner described in tensor.prod.model.matrix and tensor.prod.penalties, to produce
a single model matrix for the smooth, but multiple penalties (one for each marginal basis). The basis dimension
of the whole smooth is the product of the basis dimensions of the marginal smooths.
An option for operating with a single penalty (The Kronecker product of the marginal penalties) is provided, but it is rarely of practical use: the penalty is typically so rank deficient that even the smoothest resulting model will have rather high estimated degrees of freedom.
Tensor product smooths are especially useful for representing functions of covariates measured in different units, although they are typically not quite as nicely behaved as t.p.r.s. smooths for well scaled covariates.
Note also that GAMs constructed from lower rank tensor product smooths are nested within GAMs constructed from higher rank tensor product smooths if the same marginal bases are used in both cases (the marginal smooths themselves are just special cases of tensor product smooths.)
The ‘normal parameterization’ (np=TRUE) re-parameterizes the marginal
smooths of a tensor product smooth so that the parameters are function values
at a set of points spread evenly through the range of values of the covariate
of the smooth. This means that the penalty of the tensor product associated
with any particular covariate direction can be interpreted as the penalty of
the appropriate marginal smooth applied in that direction and averaged over
the smooth. Currently this is only done for marginals of a single
variable. This parameterization can reduce numerical stability when used
with marginal smooths other than "cc", "cr" and "cs": if
this causes problems, set np=FALSE.
Note that tensor product smooths should not be centred (have identifiability constraints imposed) if any marginals would not need centering. The constructor for tensor product smooths ensures that this happens.
The function does not evaluate the variable arguments.
A class tensor.smooth.spec object defining a tensor product smooth
to be turned into a basis and penalties by the smooth.construct.tensor.smooth.spec function.
The returned object contains the following items:
margin |
A list of |
term |
An array of text strings giving the names of the covariates that the term is a function of. |
by |
is the name of any |
fx |
logical array with element for each penalty of the term
(tensor product smooths have multiple penalties). |
label |
A suitable text label for this smooth term. |
dim |
The dimension of the smoother - i.e. the number of covariates that it is a function of. |
mp |
|
np |
|
id |
the |
sp |
the |
Simon N. Wood simon.wood@r-project.org
Wood, S.N. (2006a) Low rank scale invariant tensor product smooths for generalized additive mixed models. Biometrics 62(4):1025-1036
http://www.maths.bath.ac.uk/~sw283/
s,gam,gamm,
smooth.construct.tensor.smooth.spec
# following shows how tensor pruduct deals nicely with
# badly scaled covariates (range of x 5% of range of z )
test1<-function(x,z,sx=0.3,sz=0.4)
{ x<-x*20
(pi**sx*sz)*(1.2*exp(-(x-0.2)^2/sx^2-(z-0.3)^2/sz^2)+
0.8*exp(-(x-0.7)^2/sx^2-(z-0.8)^2/sz^2))
}
n<-500
old.par<-par(mfrow=c(2,2))
x<-runif(n)/20;z<-runif(n);
xs<-seq(0,1,length=30)/20;zs<-seq(0,1,length=30)
pr<-data.frame(x=rep(xs,30),z=rep(zs,rep(30,30)))
truth<-matrix(test1(pr$x,pr$z),30,30)
f <- test1(x,z)
y <- f + rnorm(n)*0.2
b1<-gam(y~s(x,z))
persp(xs,zs,truth);title("truth")
vis.gam(b1);title("t.p.r.s")
b2<-gam(y~te(x,z))
vis.gam(b2);title("tensor product")
b3<-gam(y~te(x,z,bs=c("tp","tp")))
vis.gam(b3);title("tensor product")
par(old.par)
test2<-function(u,v,w,sv=0.3,sw=0.4)
{ ((pi**sv*sw)*(1.2*exp(-(v-0.2)^2/sv^2-(w-0.3)^2/sw^2)+
0.8*exp(-(v-0.7)^2/sv^2-(w-0.8)^2/sw^2)))*(u-0.5)^2*20
}
n <- 500
v <- runif(n);w<-runif(n);u<-runif(n)
f <- test2(u,v,w)
y <- f + rnorm(n)*0.2
# tensor product of 2D Duchon spline and 1D cr spline
m <- list(c(1,.5),rep(0,0)) ## example of list form of m
b <- gam(y~te(v,w,u,k=c(30,5),d=c(2,1),bs=c("ds","cr"),m=m))
op <- par(mfrow=c(2,2))
vis.gam(b,cond=list(u=0),color="heat",zlim=c(-0.2,3.5))
vis.gam(b,cond=list(u=.33),color="heat",zlim=c(-0.2,3.5))
vis.gam(b,cond=list(u=.67),color="heat",zlim=c(-0.2,3.5))
vis.gam(b,cond=list(u=1),color="heat",zlim=c(-0.2,3.5))
par(op)