sm.os {VGAM} | R Documentation

## Defining O'Sullivan Spline Smooths in VGAM Formulas

### Description

This function represents an O-spline smooth term in a `vgam` formula and confers automatic smoothing parameter selection.

### Usage

    sm.os(x, ..., niknots = 6, spar = -1, o.order = 2,
          alg.niknots = c("s", ".nknots.smspl")[1], all.knots = FALSE,
          ridge.adj = 1e-5, spillover = 0.01, maxspar = 1e12,
          outer.ok = FALSE, fixspar = FALSE)

### Arguments

`x` | covariate (abscissae) to be smoothed. Also called the regressor. If the `xij` facility is used then these covariates are inputted via the `...` argument.

`...`

Used to accommodate the other M-1 covariates when the `xij` facility is used. See Section 3.4.4 of Yee (2015) for something very similar. This argument, found in the second argument, means that the other argument names must be fully specified if used, e.g., `outer.ok` and not `outer`. See the example below. In the example below, the term in the main formula is `sm.os(gcost.air, gcost.trn, gcost.bus)` and one might be tempted to use something like `sm.os(gcost)` to represent that `xij` term. However, this is not recommended because `sm.os(gcost)` might not have the same number of columns as `sm.os(gcost.air, gcost.trn, gcost.bus)` etc. That is, it is best to select one of the diagonal elements of the block matrix to represent that term.

`niknots` | numeric, the number of interior knots, called K below. The default is to use this value. If you want `alg.niknots` to operate then assign `NULL` to this argument.
`alg.niknots` | character. The algorithm used to determine the number of interior knots. Only used when `all.knots = FALSE` and `niknots = NULL`. Note that `".nknots.smspl"` corresponds to the default of `smooth.spline`. The value `"s"` corresponds to the same algorithm as `s`.
`all.knots` | logical. If `TRUE` then all distinct points in `x` are used as the interior knots. If `FALSE` (default) then a subset of `x[]` is used, specifically `x[j]` where the `niknots` indices are quantiles that are evenly spaced with respect to the argument `probs`—see `quantile`. If `all.knots = FALSE` and `niknots = NULL` then the argument `alg.niknots` is used to compute `niknots`.

`spar, maxspar`

`spar` is a vector of smoothing parameters. Negative values mean that `magic` will choose initial values in order to do the optimization at each P-IRLS iteration. Positive values mean that they are used as initial values for `magic`. If `fixspar = TRUE` then `spar` should be assigned a vector of positive values (but having values less than `maxspar`); then the smoothing parameters will be fixed and `magic` will not be used.

`o.order` | The order of the O'Sullivan penalzed spline. Any one value from `1:4` is acceptable. The degree of the spline is `2 * o.order - 1`, so that cubic splines are the default. Setting `o.order = 1` results in a linear spline which is a piecewise linear function.
`ridge.adj` | small positive number to stabilize linear dependencies among B-spline bases.
`spillover` | small and positive proportion of the range used on the outside of the boundary values. This defines the endpoints a and b that cover the data x_i, i.e., we are interested in the interval [a,b] which contains all the abscissae. The interior knots are strictly inside (a,b).
`outer.ok` | Fed into the argument (by the same name) of `splineDesign`.
`fixspar` | logical. If `TRUE` then `spar` should be a vector with positive values and the smoothing parameters are fixed at those values. If `FALSE` then `spar` contains the initial values for the smoothing parameters, and `magic` is called to determine (hopefully) some good values for the smoothing parameters.

### Details

This function is currently used by `vgam` to allow automatic smoothing parameter selection based on O-splines to minimize an UBRE quantity. In contrast, `s` operates by having a prespecified amount of smoothing, e.g., its `df` argument. When the sample size is reasonably large this function is recommended over `s` also because backfitting is not required. This function therefore allows 2nd-generation VGAMs to be fitted (called G2-VGAMs, or Penalized-VGAMs).

This function should only be used with `vgam`. This function uses `quantile` to choose the knots, whereas `sm.ps` chooses equally-spaced knots. As Wand and Ormerod (2008) write, in most situations the differences will be minor, but it is possible for problems to arise for either strategy by constructing certain regression functions and predictor variable distributions. Any differences between O-splines and P-splines tend to be at the boundaries. O-splines have natural boundary constraints so that the solution is linear beyond the boundary knots.

Some arguments in decreasing order of precedence are: `all.knots`, `niknots`, `alg.niknots`.

Unlike `s`, which is symbolic and does not perform any smoothing itself, this function does compute the penalized spline when used by `vgam`—it creates the appropriate columns of the model matrix. When this function is used within `vgam`, automatic smoothing parameter selection is implemented by calling `magic` after the necessary link-ups are done.

By default this function centres the component function. This function is also smart; it can be used for smart prediction (Section 18.6 of Yee (2015)). Automatic smoothing parameter selection is performed using performance-oriented iteration whereby an optimization problem is solved at each IRLS iteration.

This function works better when the sample size is large, e.g., when in the hundreds, say.

### Value

A matrix with attributes that are (only) used by `vgam`. The number of rows of the matrix is `length(x)`. The number of columns is a function of the number of interior knots K and the order of the O-spline m: K+2m-1. In code, this is `niknots + 2 * o.order - 1`, or using `sm.ps`-like arguments, `ps.int + degree - 1` (where `ps.int` should be more generally interpreted as the number of intervals. The formula is the same as `sm.ps`.). It transpires then that `sm.os` and `sm.ps` are very similar.

### Warning

Being introduced into VGAM for the first time, this function (and those associated with it) should be used cautiously. Not all options are fully working or have been tested yet, and there are bound to be some bugs lurking around.

### Note

This function is currently under development and may change in the future.

One might try using this function with `vglm` so as to fit a regression spline, however, the default value of `niknots` will probably be too high for most data sets.

### Author(s)

T. W. Yee, with some of the essential R code coming from the appendix of Wand and Ormerod (2008).

### References

Wand, M. P. and Ormerod, J. T. (2008). On semiparametric regression with O'Sullivan penalized splines. Australian and New Zealand Journal of Statistics, 50(2): 179–198.

### See Also

`vgam`, `sm.ps`, `s`, `smartpred`, `is.smart`, `summarypvgam`, `smooth.spline`, `splineDesign`, `bs`, `magic`.

### Examples

    sm.os(runif(20))

    ## Not run:
    data("TravelMode", package = "AER")  # Need to install "AER" first
    air.df <- subset(TravelMode, mode == "air")  # Form 4 smaller data frames
    bus.df <- subset(TravelMode, mode == "bus")
    trn.df <- subset(TravelMode, mode == "train")
    car.df <- subset(TravelMode, mode == "car")
    TravelMode2 <- data.frame(income     = air.df$income,
                              wait.air   = air.df$wait  - car.df$wait,
                              wait.trn   = trn.df$wait  - car.df$wait,
                              wait.bus   = bus.df$wait  - car.df$wait,
                              gcost.air  = air.df$gcost - car.df$gcost,
                              gcost.trn  = trn.df$gcost - car.df$gcost,
                              gcost.bus  = bus.df$gcost - car.df$gcost,
                              wait       = air.df$wait)  # Value is unimportant
    TravelMode2$mode <- subset(TravelMode, choice == "yes")$mode  # The response
    TravelMode2 <- transform(TravelMode2, incom.air = income, incom.trn = 0,
                                          incom.bus = 0)
    set.seed(1)
    TravelMode2 <- transform(TravelMode2,
                             junkx2 = runif(nrow(TravelMode2)))

    tfit2 <-
      vgam(mode ~ sm.os(gcost.air, gcost.trn, gcost.bus) + ns(junkx2, 4) +
                  sm.os(incom.air, incom.trn, incom.bus) + wait ,
           crit = "coef",
           multinomial(parallel = FALSE ~ 1), data = TravelMode2,
           xij = list(sm.os(gcost.air, gcost.trn, gcost.bus) ~
                      sm.os(gcost.air, gcost.trn, gcost.bus) +
                      sm.os(gcost.trn, gcost.bus, gcost.air) +
                      sm.os(gcost.bus, gcost.air, gcost.trn),
                      sm.os(incom.air, incom.trn, incom.bus) ~
                      sm.os(incom.air, incom.trn, incom.bus) +
                      sm.os(incom.trn, incom.bus, incom.air) +
                      sm.os(incom.bus, incom.air, incom.trn),
                      wait   ~  wait.air +  wait.trn +  wait.bus),
           form2 = ~  sm.os(gcost.air, gcost.trn, gcost.bus) +
                      sm.os(gcost.trn, gcost.bus, gcost.air) +
                      sm.os(gcost.bus, gcost.air, gcost.trn) +
                      wait +
                      sm.os(incom.air, incom.trn, incom.bus) +
                      sm.os(incom.trn, incom.bus, incom.air) +
                      sm.os(incom.bus, incom.air, incom.trn) +
                      junkx2 + ns(junkx2, 4) +
                      incom.air + incom.trn + incom.bus +
                      gcost.air + gcost.trn + gcost.bus +
                      wait.air +  wait.trn +  wait.bus)
    par(mfrow = c(2, 2))
    plot(tfit2, se = TRUE, lcol = "orange", scol = "blue", ylim = c(-4, 4))
    summary(tfit2)

    ## End(Not run)

[Package VGAM version 1.1-1 Index]