Re: [R] [Rd] Formulas in gam function of mgcv package

2009-08-26 Thread Gavin Simpson
On Tue, 2009-08-25 at 10:00 +0100, Corrado wrote: > Dear Gavin / Rlings, > > thanks for your kind answer and sorry for posting to the dev mailing list. > > Concerning the specific of your answer: > > I am working with 6 to 36 covariates, and they are all centred and scaled. I > represented the

Re: [R] [Rd] Formulas in gam function of mgcv package

2009-08-26 Thread Corrado
Dear Simon, thanks again. Concerning the whole 36 variables well, I have run a principal components analysis, and I am only using part of them (I am running a test with the pc which cover the 95% of variance and then the 99%). :) so I will possibly end up with s(x1,,x8). I wonder

Re: [R] [Rd] Formulas in gam function of mgcv package

2009-08-26 Thread Corrado
Dear Simon, thanks for your answer. I am running the model with both s and te smoothing, to compare. A few questions on your email: 1) Isotropic smoothness: my variables are centred and scaled. I assumed an isotropic smoother (that is, a smoother that treats all the variables in the same way)

Re: [R] [Rd] Formulas in gam function of mgcv package

2009-08-26 Thread Simon Wood
This will not work... > 2) y~s(x1, ,x36) Estimating a 36 dimensional functions reasonably well would require a tremendous quantity of data, but in any case the 36 dimensional TPS smoothnes measure will involve such high order derivatives that it will no longer be practically useful: in fact

Re: [R] [Rd] Formulas in gam function of mgcv package

2009-08-26 Thread Simon Wood
> > I am trying to understand the relationships between: > > > > y~s(x1)+s(x2)+s(x3)+s(x4) > > > > and > > > > y~s(x1,x2,x3,x4) > > > > Does the latter contain the former? what about the smoothers of all > > interaction terms? The first says that you want a model E(y) = f_1(x_1) + f_2(x_2) + f_3(x

Re: [R] [Rd] Formulas in gam function of mgcv package

2009-08-25 Thread Corrado
Dear Gavin / Rlings, thanks for your kind answer and sorry for posting to the dev mailing list. Concerning the specific of your answer: I am working with 6 to 36 covariates, and they are all centred and scaled. I represented the problem with two variables to simplify the question. So ideally,

Re: [R] [Rd] Formulas in gam function of mgcv package

2009-08-24 Thread Gavin Simpson
[Note R-Devel is the wrong list for such questions. R-Help is where this should have been directed - redirected there now] On Mon, 2009-08-24 at 17:02 +0100, Corrado wrote: > Dear R-experts, > > I have a question on the formulas used in the gam function of the mgcv > package. > > I am trying to