`additive()`

is a way to generate a *specification* of a model
before fitting and allows the model to be created using
mgcv package in R.

## Usage

```
additive(
mode = "regression",
engine = "mgcv",
fitfunc = NULL,
formula.override = NULL,
family = NULL,
method = NULL,
optimizer = NULL,
control = NULL,
scale = NULL,
gamma = NULL,
knots = NULL,
sp = NULL,
min.sp = NULL,
paraPen = NULL,
chunk.size = NULL,
rho = NULL,
AR.start = NULL,
H = NULL,
G = NULL,
offset = NULL,
subset = NULL,
start = NULL,
etastart = NULL,
mustart = NULL,
drop.intercept = NULL,
drop.unused.levels = NULL,
cluster = NULL,
nthreads = NULL,
gc.level = NULL,
use.chol = NULL,
samfrac = NULL,
coef = NULL,
discrete = NULL,
select = NULL,
fit = NULL
)
# S3 method for additive
update(
object,
parameters = NULL,
fitfunc = NULL,
formula.override = NULL,
family = NULL,
method = NULL,
optimizer = NULL,
control = NULL,
scale = NULL,
gamma = NULL,
knots = NULL,
sp = NULL,
min.sp = NULL,
paraPen = NULL,
chunk.size = NULL,
rho = NULL,
AR.start = NULL,
H = NULL,
G = NULL,
offset = NULL,
subset = NULL,
start = NULL,
etastart = NULL,
mustart = NULL,
drop.intercept = NULL,
drop.unused.levels = NULL,
cluster = NULL,
nthreads = NULL,
gc.level = NULL,
use.chol = NULL,
samfrac = NULL,
coef = NULL,
discrete = NULL,
select = NULL,
fit = NULL,
fresh = FALSE,
...
)
additive_fit(formula, data, ...)
```

## Arguments

- mode
A single character string for the prediction outcome mode. Possible values for this model are "unknown", "regression", or "classification".

- engine
A single character string specifying what computational engine to use for fitting. Possible engines are listed below. The default for this model is

`"mgcv"`

.- fitfunc
A named character vector that describes how to call a function for fitting a generalized additive model. This defaults to

`c(pkg = "mgcv", fun = "gam")`

(`gam`

).`fitfunc`

should have elements`pkg`

and`fun`

. The former is optional but is recommended and the latter is required. For example,`c(pkg = "mgcv", fun = "bam")`

would be used to invoke`bam`

for big data. A user-specified function is also accepted provided that it is fully compatible with`gam`

.- formula.override
Overrides the formula; for details see

`formula.gam`

.- family
This is a family object specifying the distribution and link to use in fitting etc (see

`glm`

and`family`

). See`family.mgcv`

for a full list of what is available, which goes well beyond exponential family. Note that`quasi`

families actually result in the use of extended quasi-likelihood if`method`

is set to a RE/ML method (McCullagh and Nelder, 1989, 9.6).- method
The smoothing parameter estimation method.

`"GCV.Cp"`

to use GCV for unknown scale parameter and Mallows' Cp/UBRE/AIC for known scale.`"GACV.Cp"`

is equivalent, but using GACV in place of GCV.`"NCV"`

for neighbourhood cross-validation using the neighbourhood structure speficied by`nei`

(`"QNCV"`

for numerically more ribust version).`"REML"`

for REML estimation, including of unknown scale,`"P-REML"`

for REML estimation, but using a Pearson estimate of the scale.`"ML"`

and`"P-ML"`

are similar, but using maximum likelihood in place of REML. Beyond the exponential family`"REML"`

is the default, and the only other options are`"ML"`

,`"NCV"`

or`"QNCV"`

.- optimizer
An array specifying the numerical optimization method to use to optimize the smoothing parameter estimation criterion (given by

`method`

).`"outer"`

for the direct nested optimization approach.`"outer"`

can use several alternative optimizers, specified in the second element of`optimizer`

:`"newton"`

(default),`"bfgs"`

,`"optim"`

or`"nlm"`

.`"efs"`

for the extended Fellner Schall method of Wood and Fasiolo (2017).- control
A list of fit control parameters to replace defaults returned by

`gam.control`

. Values not set assume default values.- scale
If this is positive then it is taken as the known scale parameter. Negative signals that the scale parameter is unknown. 0 signals that the scale parameter is 1 for Poisson and binomial and unknown otherwise. Note that (RE)ML methods can only work with scale parameter 1 for the Poisson and binomial cases.

- gamma
Increase this beyond 1 to produce smoother models.

`gamma`

multiplies the effective degrees of freedom in the GCV or UBRE/AIC.`n/gamma`

can be viewed as an effective sample size in the GCV score, and this also enables it to be used with REML/ML. Ignored with P-RE/ML or the`efs`

optimizer.- knots
this is an optional list containing user specified knot values to be used for basis construction. For most bases the user simply supplies the knots to be used, which must match up with the

`k`

value supplied (note that the number of knots is not always just`k`

). See`tprs`

for what happens in the`"tp"/"ts"`

case. Different terms can use different numbers of knots, unless they share a covariate.- sp
A vector of smoothing parameters can be provided here. Smoothing parameters must be supplied in the order that the smooth terms appear in the model formula. Negative elements indicate that the parameter should be estimated, and hence a mixture of fixed and estimated parameters is possible. If smooths share smoothing parameters then

`length(sp)`

must correspond to the number of underlying smoothing parameters.- min.sp
Lower bounds can be supplied for the smoothing parameters. Note that if this option is used then the smoothing parameters

`full.sp`

, in the returned object, will need to be added to what is supplied here to get the smoothing parameters actually multiplying the penalties.`length(min.sp)`

should always be the same as the total number of penalties (so it may be longer than`sp`

, if smooths share smoothing parameters).- paraPen
optional list specifying any penalties to be applied to parametric model terms.

`gam.models`

explains more.- chunk.size
The model matrix is created in chunks of this size, rather than ever being formed whole. Reset to

`4*p`

if`chunk.size < 4*p`

where`p`

is the number of coefficients.- rho
An AR1 error model can be used for the residuals (based on dataframe order), of Gaussian-identity link models. This is the AR1 correlation parameter. Standardized residuals (approximately uncorrelated under correct model) returned in

`std.rsd`

if non zero. Also usable with other models when`discrete=TRUE`

, in which case the AR model is applied to the working residuals and corresponds to a GEE approximation.- AR.start
logical variable of same length as data,

`TRUE`

at first observation of an independent section of AR1 correlation. Very first observation in data frame does not need this. If`NULL`

then there are no breaks in AR1 correlaion.- H
A user supplied fixed quadratic penalty on the parameters of the GAM can be supplied, with this as its coefficient matrix. A common use of this term is to add a ridge penalty to the parameters of the GAM in circumstances in which the model is close to un-identifiable on the scale of the linear predictor, but perfectly well defined on the response scale.

- G
Usually

`NULL`

, but may contain the object returned by a previous call to`gam`

with`fit=FALSE`

, in which case all other arguments are ignored except for`sp`

,`gamma`

,`in.out`

,`scale`

,`control`

,`method`

`optimizer`

and`fit`

.- offset
Can be used to supply a model offset for use in fitting. Note that this offset will always be completely ignored when predicting, unlike an offset included in

`formula`

(this used to conform to the behaviour of`lm`

and`glm`

).- subset
an optional vector specifying a subset of observations to be used in the fitting process.

- start
Initial values for the model coefficients.

- etastart
Initial values for the linear predictor.

- mustart
Initial values for the expected response.

- drop.intercept
Set to

`TRUE`

to force the model to really not have a constant in the parametric model part, even with factor variables present. Can be vector when`formula`

is a list.- drop.unused.levels
by default unused levels are dropped from factors before fitting. For some smooths involving factor variables you might want to turn this off. Only do so if you know what you are doing.

- cluster
`bam`

can compute the computationally dominant QR decomposition in parallel using parLapply from the`parallel`

package, if it is supplied with a cluster on which to do this (a cluster here can be some cores of a single machine). See details and example code.- nthreads
Number of threads to use for non-cluster computation (e.g. combining results from cluster nodes). If

`NA`

set to`max(1,length(cluster))`

. See details.- gc.level
to keep the memory footprint down, it can help to call the garbage collector often, but this takes a substatial amount of time. Setting this to zero means that garbage collection only happens when R decides it should. Setting to 2 gives frequent garbage collection. 1 is in between. Not as much of a problem as it used to be, but can really matter for very large datasets.

- use.chol
By default

`bam`

uses a very stable QR update approach to obtaining the QR decomposition of the model matrix. For well conditioned models an alternative accumulates the crossproduct of the model matrix and then finds its Choleski decomposition, at the end. This is somewhat more efficient, computationally.- samfrac
For very large sample size Generalized additive models the number of iterations needed for the model fit can be reduced by first fitting a model to a random sample of the data, and using the results to supply starting values. This initial fit is run with sloppy convergence tolerances, so is typically very low cost.

`samfrac`

is the sampling fraction to use. 0.1 is often reasonable.- coef
initial values for model coefficients

- discrete
experimental option for setting up models for use with discrete methods employed in

`bam`

. Do not modify.- select
If this is

`TRUE`

then`gam`

can add an extra penalty to each term so that it can be penalized to zero. This means that the smoothing parameter estimation that is part of fitting can completely remove terms from the model. If the corresponding smoothing parameter is estimated as zero then the extra penalty has no effect. Use`gamma`

to increase level of penalization.- fit
If this argument is

`TRUE`

then`gam`

sets up the model and fits it, but if it is`FALSE`

then the model is set up and an object`G`

containing what would be required to fit is returned is returned. See argument`G`

.- object
A Generalized Additive Model (GAM) specification.

- parameters
A 1-row tibble or named list with

*main*parameters to update. If the individual arguments are used, these will supersede the values in`parameters`

. Also, using engine arguments in this object will result in an error.- fresh
A logical for whether the arguments should be modified in-place of or replaced wholesale.

- ...
Other arguments passed to internal functions.

- formula
A GAM formula, or a list of formulae (see

`formula.gam`

and also`gam.models`

). These are exactly like the formula for a GLM except that smooth terms,`s`

,`te`

,`ti`

and`t2`

, can be added to the right hand side to specify that the linear predictor depends on smooth functions of predictors (or linear functionals of these).- data
A data frame or list containing the model response variable and covariates required by the formula. By default the variables are taken from

`environment(formula)`

: typically the environment from which`gam`

is called.

## Details

The arguments are converted to their specific names at the
time that the model is fit. Other options and argument can be
set using `set_engine()`

. If left to their defaults
here (`NULL`

), the values are taken from the underlying model
functions. If parameters need to be modified, `update()`

can be
used in lieu of recreating the object from scratch.

The data given to the function are not saved and are only used
to determine the *mode* of the model. For `additive()`

, the
possible modes are "regression" and "classification".

The model can be created by the `fit()`

function using the
following *engines*:

mgcv:

`"mgcv"`

## Engine Details

Engines may have pre-set default arguments when executing the model fit call. For this type of model, the template of the fit calls are:

```
additive() |>
set_engine("mgcv") |>
translate()
```

## Examples

```
additive()
#> Generalized Additive Model (GAM) Specification (regression)
#>
#> Computational engine: mgcv
#>
show_model_info("additive")
#> Information for `additive`
#> modes: unknown, classification, regression
#>
#> engines:
#> classification: mgcv¹
#> regression: mgcv¹
#>
#> ¹The model can use case weights.
#>
#> arguments:
#> mgcv:
#> fitfunc --> fitfunc
#> formula.override --> formula.override
#> family --> family
#> method --> method
#> optimizer --> optimizer
#> control --> control
#> scale --> scale
#> gamma --> gamma
#> knots --> knots
#> sp --> sp
#> min.sp --> min.sp
#> paraPen --> paraPen
#> chunk.size --> chunk.size
#> rho --> rho
#> AR.start --> AR.start
#> H --> H
#> G --> G
#> offset --> offset
#> subset --> subset
#> start --> start
#> etastart --> etastart
#> mustart --> mustart
#> drop.intercept --> drop.intercept
#> drop.unused.levels --> drop.unused.levels
#> cluster --> cluster
#> nthreads --> nthreads
#> gc.level --> gc.level
#> use.chol --> use.chol
#> samfrac --> samfrac
#> coef --> coef
#> discrete --> discrete
#> select --> select
#> fit --> fit
#>
#> fit modules:
#> engine mode
#> mgcv classification
#> mgcv regression
#>
#> prediction modules:
#> mode engine methods
#> classification mgcv class, conf_int, pred_int, prob, raw
#> regression mgcv conf_int, numeric, pred_int, raw
#>
additive(mode = "classification")
#> Generalized Additive Model (GAM) Specification (classification)
#>
#> Computational engine: mgcv
#>
additive(mode = "regression")
#> Generalized Additive Model (GAM) Specification (regression)
#>
#> Computational engine: mgcv
#>
set.seed(2020)
dat <- gamSim(1, n = 400, dist = "normal", scale = 2)
#> Gu & Wahba 4 term additive model
additive_mod <-
additive() |>
set_engine("mgcv") |>
fit(
y ~ s(x0) + s(x1) + s(x2) + s(x3),
data = dat
)
summary(additive_mod$fit)
#>
#> Family: gaussian
#> Link function: identity
#>
#> Formula:
#> y ~ s(x0) + s(x1) + s(x2) + s(x3)
#>
#> Parametric coefficients:
#> Estimate Std. Error t value Pr(>|t|)
#> (Intercept) 7.89798 0.09692 81.49 <2e-16 ***
#> ---
#> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#>
#> Approximate significance of smooth terms:
#> edf Ref.df F p-value
#> s(x0) 5.785 6.916 7.744 <2e-16 ***
#> s(x1) 2.959 3.680 78.625 <2e-16 ***
#> s(x2) 8.315 8.866 86.414 <2e-16 ***
#> s(x3) 2.419 3.015 1.016 0.388
#> ---
#> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#>
#> R-sq.(adj) = 0.75 Deviance explained = 76.2%
#> GCV = 3.9601 Scale est. = 3.7574 n = 400
model <- additive(select = FALSE)
model
#> Generalized Additive Model (GAM) Specification (regression)
#>
#> Main Arguments:
#> select = FALSE
#>
#> Computational engine: mgcv
#>
update(model, select = TRUE)
#> Generalized Additive Model (GAM) Specification (regression)
#>
#> Main Arguments:
#> select = TRUE
#>
#> Computational engine: mgcv
#>
update(model, select = TRUE, fresh = TRUE)
#> Generalized Additive Model (GAM) Specification (regression)
#>
#> Main Arguments:
#> select = TRUE
#>
#> Computational engine: mgcv
#>
```