CRAN

vagam 1.0

Variational Approximations for Generalized Additive Models

Released Jan 9, 2019 by Han Lin Shang

This package is available for Renjin and there are no known compatibility issues.

Dependencies

Matrix 1.2-15 gamm4 0.2-5 mgcv 1.8-26 truncnorm 1.0-8 mvtnorm 1.0-8

Fits generalized additive models (GAMs) using a variational approximations (VA) framework. In brief, the VA framework provides a fully or at least closed to fully tractable lower bound approximation to the marginal likelihood of a GAM when it is parameterized as a mixed model (using penalized splines, say). In doing so, the VA framework aims offers both the stability and natural inference tools available in the mixed model approach to GAMs, while achieving computation times comparable to that of using the penalized likelihood approach to GAMs. See Hui et al. (2018) .

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>vagam</artifactId>
    <version>1.0-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:vagam')

Test Results

This package was last tested against Renjin 0.9.2719 on Jan 12, 2019.

wage_data-examples

Source

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