full.score               package:mgcv               R Documentation

GCV/UBRE score for use within nlm

Description:

     'gam' allows the option to `polish' smoothing parameter  estimates
     by minimising the GCV/UBRE score calculated at convergence of the
     IRLS  algorithm, given a set of smoothing parameters, rather than
     using the `performance  iteration' method which estimates
     smoothing parameters within the IRLS loop. The  estimates are
     often slightly different, since the performance iteration
     effectively  neglects the dependence of the iterative weights on
     the smoothing parameters.

     The `polishing' optimisation is fairly crude and numerically
     costly.  'nlm' is used to minimise the scores with respect to the
     smoothing  parameters, and this routine is designed to be supplied
     to it as an argument. 

     This is basically a service routine for 'gam', and is not usually 
     called directly by users.

Usage:

     full.score(sp,G,family,control,gamma)

Arguments:

      sp: The logs of the smoothing parameters

       G: a list returned by 'gam.setup'

  family: The family object for the GAM.

 control: a list returned be 'gam.control'

   gamma: the degrees of freedom inflation factor (usually 1).

Value:

     The value of the GCV/UBRE score, with attribute
     '"full.gam.object"' which is the full object returned by
     'gam.fit'.

Author(s):

     Simon N. Wood simon@stats.gla.ac.uk

