# Setup models for tests library("mgcv") library("gamm4") library("scam") library("dplyr") library("tibble") library("nlme") library("ggplot2") ## Fit models n_quick <- 300 quick_eg1 <- data_sim("eg1", n = n_quick, seed = 21) quick_eg1_off <- quick_eg1 |> mutate(off = 2) tiny_eg1 <- data_sim("eg1", n = 100, seed = 21) su_eg1 <- data_sim("eg1", n = 1000, dist = "normal", scale = 2, seed = 1) su_eg2 <- data_sim("eg2", n = 2000, dist = "normal", scale = 0.5, seed = 42) su_eg3 <- data_sim("eg3", n = 400, seed = 32) su_eg4 <- data_sim("eg4", n = 400, dist = "normal", scale = 2, seed = 1) su_m_quick_eg1 <- gam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = quick_eg1, method = "REML" ) m_tiny_eg1 <- gam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = tiny_eg1, method = "REML" ) su_m_quick_eg1_shrink <- gam( y ~ s(x0, bs = "ts") + s(x1, bs = "cs") + s(x2, bs = "ts") + s(x3, bs = "ts"), data = quick_eg1, method = "REML" ) su_m_univar_4 <- gam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = su_eg1, method = "REML" ) su_m_penalty <- gam( y ~ s(x0, bs = "cr") + s(x1, bs = "bs") + s(x2, k = 15) + s(x3, bs = "ps"), data = su_eg1, method = "REML" ) su_m_bivar <- gam(y ~ s(x, z, k = 40), data = su_eg2, method = "REML") su_m_bivar_ds <- gam(y ~ s(x, z, k = 20, bs = "ds"), data = su_eg2, method = "REML" ) su_m_trivar <- gam(y ~ s(x0, x1, x2), data = su_eg1, method = "REML") su_m_quadvar <- gam(y ~ s(x0, x1, x2, x3), data = su_eg1, method = "REML") su_m_bivar_te <- gam(y ~ te(x, z, k = c(5, 5)), data = su_eg2, method = "REML") su_m_bivar_ti <- gam(y ~ s(x, k = 5) + s(z, k = 5) + ti(x, z, k = c(5, 5)), data = su_eg2, method = "REML" ) su_m_bivar_t2 <- gam(y ~ t2(x, z, k = c(5, 5)), data = su_eg2, method = "REML") su_m_trivar_te <- gam(y ~ te(x0, x1, x2, k = c(3, 3, 3)), data = su_eg1, method = "REML" ) su_m_quadvar_te <- gam(y ~ te(x0, x1, x2, x3, k = c(3, 3, 3, 3)), data = su_eg1, method = "REML" ) su_m_trivar_t2 <- gam(y ~ t2(x0, x1, x2, k = c(3, 3, 3)), data = su_eg1, method = "REML" ) su_m_quadvar_t2 <- gam(y ~ t2(x0, x1, x2, x3, k = c(3, 3, 3, 3)), data = su_eg1, method = "REML" ) su_m_cont_by <- gam(y ~ s(x2, by = x1), data = su_eg3, method = "REML") su_m_factor_by <- gam(y ~ fac + s(x2, by = fac) + s(x0), data = su_eg4, method = "REML" ) # for issue #285 su_m_factor_by_re <- gam(y ~ s(fac, bs = "re") + s(x2) + s(x2, by = fac, m = 1) + s(x0), data = su_eg4, method = "REML" ) su_m_factor_by_gamm <- gamm(y ~ fac + s(x2, by = fac) + s(x0), data = su_eg4, REML = TRUE ) su_m_factor_by_gamm4 <- gamm4(y ~ fac + s(x2, by = fac) + s(x0), data = su_eg4, REML = TRUE ) su_m_factor_by_bam <- bam(y ~ fac + s(x2, by = fac) + s(x0), data = su_eg4) su_m_factor_by_x2 <- gam(y ~ fac + s(x2, by = fac), data = su_eg4, method = "REML" ) su_m_su_eg4 <- gam(y ~ s(x0) + s(x1) + s(x2, by = fac), data = su_eg4, method = "REML" ) if (packageVersion("mgcv") >= "1.8.41") { m_sz <- gam(y ~ s(x2) + s(fac, x2, bs = "sz") + s(x0), data = su_eg4, method = "REML" ) # two factor sz smooth example from ?smooth.construct.sz.smooth.spec ## Example involving 2 factors two_factor_sz_example <- function(seed = NULL) { ## sort out the seed if (!exists(".Random.seed", envir = .GlobalEnv, inherits = FALSE)) { runif(1) } if (is.null(seed)) { RNGstate <- get(".Random.seed", envir = .GlobalEnv) } else { R.seed <- get(".Random.seed", envir = .GlobalEnv) set.seed(seed) RNGstate <- structure(seed, kind = as.list(RNGkind())) on.exit(assign(".Random.seed", R.seed, envir = .GlobalEnv)) } f1 <- function(x2) 2 * sin(pi * x2) f2 <- function(x2) exp(2 * x2) - 3.75887 f3 <- function(x2) { 0.2 * x2^11 * (10 * (1 - x2))^6 + 10 * (10 * x2)^3 * (1 - x2)^10 } n <- 600 x <- runif(n) f1 <- factor(sample(c("a", "b", "c"), n, replace = TRUE)) f2 <- factor(sample(c("foo", "bar"), n, replace = TRUE)) mu <- f3(x) for (i in 1:3) mu <- mu + exp(2 * (2 - i) * x) * (f1 == levels(f1)[i]) for (i in 1:2) mu <- mu + 10 * i * x * (1 - x) * (f2 == levels(f2)[i]) y <- mu + rnorm(n) dat <- data.frame(y = y, x = x, f1 = f1, f2 = f2) dat } su_eg_sz_2_factor <- two_factor_sz_example(seed = 42) # using bam as it is so much faster m_sz_2f <- bam( y ~ s(x) + s(f1, x, bs = "sz") + s(f2, x, bs = "sz") + s(f1, f2, x, bs = "sz", id = 1), data = su_eg_sz_2_factor, method = "fREML" ) } su_eg2_by <- su_eg2 %>% mutate(y = y + y^2 + y^3) %>% bind_rows(su_eg2) %>% mutate(fac = factor(rep(c("A", "B"), each = nrow(su_eg2)))) su_m_bivar_by_fac <- gam(y ~ fac + s(x, z, k = 40, by = fac), data = su_eg2_by, method = "REML" ) su_gamm_univar_4 <- gamm(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = su_eg1, method = "REML" ) m_1_smooth <- gam(y ~ s(x0), data = quick_eg1, method = "REML") m_1_smooth_offset <- gam(y ~ s(x0) + offset(log(off)), data = quick_eg1_off, method = "REML" ) m_gam <- su_m_univar_4 m_gamm <- su_gamm_univar_4 m_bam <- bam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = su_eg1, method = "fREML" ) m_gamgcv <- gam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = su_eg1, method = "GCV.Cp" ) m_gamm4 <- gamm4(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = su_eg1, REML = TRUE ) m_gamm4_real <- m_gamm4 class(m_gamm4_real) <- append("gamm4", class(m_gamm4_real[-1L])) m_gaulss <- gam(list(y ~ s(x0) + s(x1) + s(x2) + s(x3), ~1), data = su_eg1, family = gaulss ) m_scat <- gam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = su_eg1, family = scat(), method = "REML" ) # models with univariate tensor products m_univar_te <- gam(y ~ te(x2), data = quick_eg1, method = "REML") m_univar_ti <- gam(y ~ ti(x2), data = quick_eg1, method = "REML") m_univar_t2 <- gam(y ~ t2(x2), data = quick_eg1, method = "REML") m_lm <- lm(y ~ x0 + x1 + x2 + x3, data = quick_eg1) m_glm <- glm(y ~ x0 + x1 + x2 + x3, data = quick_eg1) data(CO2) m_ordered_by <- gam(uptake ~ Plant + s(conc, k = 5) + s(conc, by = Plant, k = 5), data = CO2, method = "REML") ## -- rootogram models ---------------------------------------------------------- df_pois <- data_sim("eg1", dist = "poisson", n = 500L, scale = 0.2, seed = 42) ## fit the model b_pois <- bam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = df_pois, method = "fREML", family = poisson() ) m_nb <- gam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = df_pois, method = "REML", family = nb() ) m_negbin <- gam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = df_pois, method = "REML", family = negbin(25) ) m_tw <- gam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = df_pois, method = "REML", family = tw() ) ## -- fs smooths ---------------------------------------------------------------- ## simulate example... from ?mgcv::factor.smooth.interaction ## simulate data... df_fs <- withr::with_seed(0, { f0 <- function(x) 2 * sin(pi * x) f1 <- function(x, a = 2, b = -1) exp(a * x) + b f2 <- function(x) { 0.2 * x^11 * (10 * (1 - x))^6 + 10 * (10 * x)^3 * (1 - x)^10 } n <- 500 nf <- 10 fac <- sample(1:nf, n, replace = TRUE) x0 <- runif(n) x1 <- runif(n) x2 <- runif(n) a <- rnorm(nf) * .2 + 2 b <- rnorm(nf) * .5 f <- f0(x0) + f1(x1, a[fac], b[fac]) + f2(x2) fac <- factor(fac) y <- f + rnorm(n) * 2 data.frame(y = y, x0 = x0, x1 = x1, x2 = x2, fac = fac) }) mod_fs <- gam(y ~ s(x0) + s(x1, fac, bs = "fs", k = 5) + s(x2, k = 20), data = df_fs, method = "ML" ) #-- A standard GAM with a simple random effect --------------------------------- su_re <- quick_eg1 su_re$fac <- withr::with_seed( 42, as.factor(sample(seq_len(10), n_quick, replace = TRUE)) ) su_re$X <- model.matrix(~ fac - 1, data = su_re) su_re <- withr::with_seed(42, transform(su_re, y = y + X %*% rnorm(10) * 0.5)) rm1 <- gam(y ~ s(fac, bs = "re") + s(x0) + s(x1) + s(x2) + s(x3), data = su_re, method = "ML" ) #-- A factor by GAM with random effects ---------------------------------------- su_re2 <- su_eg4 su_re2$ranef <- withr::with_seed( 42, as.factor(sample(1:20, nrow(su_eg4), replace = TRUE)) ) su_re2$X <- model.matrix(~ ranef - 1, data = su_re2) su_re2 <- withr::with_seed(42, transform(su_re2, y = y + X %*% rnorm(20) * 0.5)) rm2 <- gam(y ~ fac + s(ranef, bs = "re", by = fac) + s(x0) + s(x1) + s(x2), data = su_re2, method = "ML" ) # -- A distributed lag model example ------------------------------------------- su_dlnm <- su_eg1 %>% mutate( f_lag = cbind( dplyr::lag(f, 1), dplyr::lag(f, 2), dplyr::lag(f, 3), dplyr::lag(f, 4), dplyr::lag(f, 5) ), lag = matrix(1:5, ncol = 5) ) %>% filter(!is.na(f_lag[, 5])) # fit DLNM GAM dlnm_m <- gam(y ~ te(f_lag, lag), data = su_dlnm, method = "REML" ) #- - An AR(1) example using bam() with factor by ------------------------------- # from ?magic ## simulate truth n <- 400 sig <- 2 df <- withr::with_seed(1, { x <- 0:(n - 1) / (n - 1) ## produce scaled covariance matrix for AR1 errors... rho <- 0.6 V <- corMatrix(Initialize(corAR1(rho), data.frame(x = x))) Cv <- chol(V) # t(Cv) %*% Cv=V ## Simulate AR1 errors ... e1 <- t(Cv) %*% rnorm(n, 0, sig) # so cov(e) = V * sig^2 e2 <- t(Cv) %*% rnorm(n, 0, sig) # so cov(e) = V * sig^2 ## Observe truth + AR1 errors f1 <- 0.2 * x^11 * (10 * (1 - x))^6 + 10 * (10 * x)^3 * (1 - x)^10 f2 <- (1280 * x^4) * (1 - x)^4 data.frame( x = rep(x, 2), f = c(f1, f2), y = c(f1 + e1, f2 + e2), series = as.factor(rep(c("A", "B"), each = n)) ) }) # rm(x, f1, f2, e1, e2, V, Cv) AR.start <- rep(FALSE, n * 2) AR.start[c(1, n + 1)] <- TRUE ## fit GAM using `bam()` with known correlation ## first just to a single series m_ar1 <- bam(y ~ s(x, k = 20), data = df[seq_len(n), ], rho = rho, AR.start = NULL ) ## now as a factor by smooth to model both series m_ar1_by <- bam(y ~ series + s(x, k = 20, by = series), data = df, rho = rho, AR.start = AR.start ) # A standard GAM with multiple factors df_2_fac <- withr::with_seed( 1, add_column(su_eg4, ff = factor(sample(LETTERS[1:4], nrow(su_eg4), replace = TRUE ))) ) # a GAM with multiple factor parametric terms m_2_fac <- gam(y ~ fac * ff + s(x0) + s(x1) + s(x2), data = df_2_fac, method = "REML" ) # a GAM with parametric terms (factor and linear) and smooth terms m_para_sm <- gam(y ~ fac * ff + x0 + s(x1) + s(x2), data = df_2_fac, method = "REML" ) # a GAM with parametric terms (factor and linear) m_only_para <- gam(y ~ fac * ff + x0 + x1 + x2, data = df_2_fac, method = "REML" ) # a GAM with weird parametric terms m_poly <- gam(y ~ fac + ff + log(x0) + x1 + poly(x2, 2, raw = TRUE), data = df_2_fac, method = "REML" ) # -- scam models -------------------------------------------------------------- data(smallAges) smallAges$Error[1] <- 1.1 sw <- scam(Date ~ s(Depth, k = 5, bs = "mpd"), data = smallAges, weights = 1 / smallAges$Error, gamma = 1.4 ) sw_mdcx <- scam(Date ~ s(Depth, k = 5, bs = "mdcx"), data = smallAges, weights = 1 / smallAges$Error, gamma = 1.4 ) sw_mdcv <- scam(Date ~ s(Depth, k = 5, bs = "mdcv"), data = smallAges, weights = 1 / smallAges$Error, gamma = 1.4 ) # this should be folded into data_sim() `sim_scam` <- function(n, seed = NULL) { ## sort out the seed if (!exists(".Random.seed", envir = .GlobalEnv, inherits = FALSE)) { runif(1) } if (is.null(seed)) { RNGstate <- get(".Random.seed", envir = .GlobalEnv) } else { R.seed <- get(".Random.seed", envir = .GlobalEnv) set.seed(seed) RNGstate <- structure(seed, kind = as.list(RNGkind())) on.exit(assign(".Random.seed", R.seed, envir = .GlobalEnv)) } # from ?scam, first example x1 <- runif(n) * 6 - 3 f1 <- 3 * exp(-x1^2) # unconstrained term x2 <- runif(n) * 4 - 1 f2 <- exp(4 * x2) / (1 + exp(4 * x2)) # monotone increasing smooth y <- f1 + f2 + rnorm(n) * .5 tibble(x1 = x1, x2 = x2, y = y) } scam_dat <- sim_scam(n = 200, seed = 4) ## fit model, get results, and plot... m_scam <- scam(y ~ s(x1, bs = "cr") + s(x2, bs = "mpi"), data = scam_dat) m_scam_micx <- scam(y ~ s(x1, bs = "cr") + s(x2, bs = "micx"), data = scam_dat) m_scam_micv <- scam(y ~ s(x1, bs = "cr") + s(x2, bs = "micv"), data = scam_dat) # Ordered categorical model ocat() n_categories <- 4 su_eg1_ocat <- data_sim("eg1", n = 200, dist = "ordered categorical", n_cat = n_categories, seed = 42 ) m_ocat <- gam(y ~ s(x0) + s(x1) + s(x2) + s(x3), family = ocat(R = n_categories), data = su_eg1_ocat, method = "REML" ) # Simon's spline on the sphere example from ?smooth.construct.sos.smooth.spec `sim_sos_eg_data` <- function(n = 400, seed = NULL) { if (!exists(".Random.seed", envir = .GlobalEnv, inherits = FALSE)) { runif(1) } if (is.null(seed)) { RNGstate <- get(".Random.seed", envir = .GlobalEnv) } else { R.seed <- get(".Random.seed", envir = .GlobalEnv) set.seed(seed) RNGstate <- structure(seed, kind = as.list(RNGkind())) on.exit(assign(".Random.seed", R.seed, envir = .GlobalEnv)) } f <- function(la, lo) { ## a test function... sin(lo) * cos(la - 0.3) } ## generate with uniform density on sphere... lo <- runif(n) * 2 * pi - pi ## longitude la <- runif(3 * n) * pi - pi / 2 ind <- runif(3 * n) <= cos(la) la <- la[ind] la <- la[seq_len(n)] ff <- f(la, lo) y <- ff + rnorm(n) * 0.2 ## test data out <- tibble( latitude = la * 180 / pi, longitude = lo * 180 / pi, y = y ) out } sos_df <- sim_sos_eg_data(n = 400, seed = 0) m_sos <- gam(y ~ s(latitude, longitude, bs = "sos", k = 60), data = sos_df) # censored normal cens_df <- quick_eg1 |> mutate( y = y - 5, # shift data down censored = case_when(y < 0 ~ -Inf, .default = y) ) cens_df$y_cens <- with(cens_df, cbind(y, censored)) m_censor <- bam(y_cens ~ s(x0) + s(x1) + s(x2) + s(x3), data = cens_df, family = cnorm(), method = "fREML" ) # examples for logical variables - examples if from mgcViz::pterms logi_df <- data_sim("eg1", n = 600, dist = "normal", scale = 20, seed = 3) |> mutate( fac = as.factor(sample(c("A1", "A2", "A3"), 600, replace = TRUE)), logi = as.logical(sample(c(TRUE, FALSE), 600, replace = TRUE)) ) m_logical <- gam( y ~ x0 + x1 + I(x1^2) + s(x2, bs = "cr", k = 12) + fac + x3:fac + I(x1 * x2) + logi, data = logi_df ) # ziplss example ziplss_data <- function(seed = 0) { f0 <- function(x) 2 * sin(pi * x) f1 <- function(x) exp(2 * x) f2 <- function(x) { 0.2 * x^11 * (10 * (1 - x))^6 + 10 * (10 * x)^3 * (1 - x)^10 } n <- 500 df <- withr::with_seed(seed, { x0 <- runif(n) x1 <- runif(n) x2 <- runif(n) x3 <- runif(n) ## Simulate probability of potential presence... eta1 <- f0(x0) + f1(x1) - 3 p <- binomial()$linkinv(eta1) y <- as.numeric(runif(n) < p) ## 1 for presence, 0 for absence ## Simulate y given potentially present (not exactly model fitted!)... ind <- y > 0 eta2 <- f2(x2[ind]) / 3 y[ind] <- rpois(exp(eta2), exp(eta2)) data.frame(y, x0, x1, x2, x3) }) df } ziplss_df <- ziplss_data() m_ziplss <- gam(list( y ~ s(x2) + x3, ~ s(x0) + x1 ), family = ziplss(), data = ziplss_df) # TWLSS example from ?mgcv::twlss twlss_df <- withr::with_seed(3, gamSim(1, n = 400, dist = "poisson", scale = 0.2, verbose = FALSE ) |> mutate(y = mgcv::rTweedie(exp(.data$f), p = 1.3, phi = 0.5 ))) ## Tweedie response ## Fit a fixed p Tweedie, with wrong link ... m_twlss <- gam(list(y ~ s(x0) + s(x1) + s(x2) + s(x3), ~1, ~1), family = twlss(), data = twlss_df ) # -- Models for 2d sz and fs basis smooths #249 ------------------------------- i_m <- c(1, 0.5) i_xt <- list(bs = "ds", m = i_m) i_sz <- gam( Petal.Width ~ s(Sepal.Length, Sepal.Width, bs = "ds", m = i_m) + s(Species, Sepal.Length, Sepal.Width, bs = "sz", xt = i_xt), method = "REML", data = iris ) i_fs <- gam( Petal.Width ~ s(Sepal.Length, Sepal.Width, bs = "ds", m = i_m) + s(Sepal.Length, Sepal.Width, Species, bs = "fs", xt = i_xt), method = "REML", data = iris ) rm(i_m, i_xt) # -- Soap films --------------------------------------------------------------- # soap film model from ?soap `soap_fs_data` <- function(n = 600, bnd, seed = 0) { df <- withr::with_seed(seed, { v <- runif(n) * 5 - 1 w <- runif(n) * 2 - 1 y <- mgcv::fs.test(v, w, b = 1) ind <- mgcv::inSide(bnd, x = v, y = w) ## remove outsiders y <- y + rnorm(n) * 0.3 ## add noise y <- y[ind] v <- v[ind] w <- w[ind] tibble(y = y, v = v, w = w) }) df } soap_fsb <- list(mgcv::fs.boundary()) names(soap_fsb[[1]]) <- c("v", "w") soap_knots <- data.frame(v = rep(seq(-0.5, 3, by = 0.5), 4), w = rep(c(-0.6, -0.3, 0.3, 0.6), rep(8, 4))) soap_data <- soap_fs_data(bnd = soap_fsb) m_soap <- gam(y ~ s(v, w, k = 30, bs = "so", xt = list(bnd = soap_fsb, nmax = 100)), data = soap_data, method = "REML", knots = soap_knots) # Issue 284 df_284 <- data_sim("eg1", seed = 42) df_284 <- df_284 |> mutate( month = factor( rep( month.abb[1:10], times = 40), levels = month.abb[1:10], ordered = TRUE ) ) m_284 <- gam(y ~ month + s(x0) + s(x1) + s(x2) + s(x3), data = df_284, method = "REML")