[R] MGCV:: boundary conditions in gam

Mark R Payne m@rkp@yne@twork @ending from gm@il@com
Tue Nov 13 12:22:24 CET 2018


Perfect! This might be a good example to add to the documentation of mgcv
somewhere....

Thanks.

Mark


On Thu, 8 Nov 2018 at 22:08, Simon Wood <simon.wood using bath.edu> wrote:

> This first derivative penalty spline will do it, but the price paid is
> that the curves are often quite wiggly.
>
>
> library(mgcv); set.seed(5)
>
> x <- runif(100); y <- x^4 + rnorm(100)*.1
>
> b <- gam(y~s(x,m=1))
>
> pd <- data.frame(x=seq(-.5,1.5,length=200))
>
> ff <- predict(b,pd,se=TRUE)
>
> plot(x,y,xlim=c(-.5,1.5));lines(pd$x,ff$fit)
>
> lines(pd$x,ff$fit+2*ff$se.fit,lty=2)
>
> lines(pd$x,ff$fit-2*ff$se.fit,lty=2)
>
>
> On 08/11/2018 15:26, Mark R Payne wrote:
> > Dear R-help,
> >
> > I have a problem where I am using the mgcv package to in a situation
> where
> > I am fitting a gam model with a 1-D spline smoother model over a domain
> > [a,b] but then need to make predictions and extrapolate beyond b. Is
> there
> > anyway where I force the first derivative of the spline to be zero at
> > boundaries, so that I simply get a constant value outside the domain?
> >
> > Best wishes,
> >
> > Mark
> >
> >       [[alternative HTML version deleted]]
> >
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>

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