Are you interested in equality constraints or inequality constraints? mgcv::gam will allow you to supply your own smooths (see e.g. ?p.spline), and the specification mechanism allows you to supply linear equality constraints that the smooth must satisfy, which are then handled automatically. Whether this mechanism is general enough depends a bit on the nature of your constraints...
Function `magic' can be used inside an IRLS loop for general GAM fitting (and is one of the options for fitting with mgcv::gam): it will accept completely general linear equality constraints. `pcls' is really useful for the inequality constraint case (e.g. when you want shape preserving smooths). For fixed smoothing parameters you can embed this in an IRLS loop for gam fitting also, but convergence can be tricky, and smoothing parameter selection not so straightforward. Simon On Sunday 25 November 2007 08:48, lubaroz wrote: > Hi, > I am trying to build GAM with linear constraints, for a general link > function, not only identity. If I understand it correctly, the function > pcls() can solve the problem, if the smoothness penalties are given. > What I need is to incorporate the constraints before calculating the > penalties. Can this be done in R? > Any help would be greately appreciated. -- > Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK > +44 1225 386603 www.maths.bath.ac.uk/~sw283 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
