Ilaria Prosdocimi (prosdocimi.ilaria@gmail.com)
An R package to obtain (robust) smooth estimates for both mean and dispersion functions in extended Generalised Additive Models. The methods are presented in the PhD thesis:
Prosdocimi, I. (2010). Smooth and robust estimation of mean and dispersion functions in regression models. PhD thesis, KULeuven, available here.
The thesis itself was mostly based on the following papers:
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Gijbels, I. and Prosdocimi, I. (2012). Flexible Mean and Dispersion Function Estimation in Extended Generalized Additive Models, Communications in Statistics - Theory and Methods, 41, DOI: 10.1080/03610926.2012.654881.
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Croux, C., Gijbels, I. and Prosdocimi, I. (2012). Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models. Biometrics, 268, 31-44. doi: 10.1111/j.1541-0420.2011.01630.x.
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Gijbels I. and Prosdocimi I. (2011). Smooth estimation of mean and dispersion function in extended Generalized Additive Models with application to Italian Induced Abortion data. Journal of Applied Statistics, 38. DOI: 10.1080/02664763.2010.550039.
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Gijbels, I., Prosdocimi, I. and Claeskens, G. (2010). Nonparametric estimation of mean and dispersion functions in extended Generalized Linear Models. Test, 19. DOI: 10.1007/s11749-010-0187-1.
The coding effort has mostly been done by me (Ilaria Prosdocimi) - the co-authors of the above mentioned papers should not be held responsible for any bugs present in the code.
The code has been developed some years ago and I never managed to do all the upgrades I had planned. I have nevertheless tried to put some effort in documenting the functions and decided to make the code available as is. I am aware of some issues and I expect users to find even more bugs and bottlenecks. I am happy to receive pull requests and get informed about bugs, although I can not guarantee I will have much time to spend improving these functions.
To use the library in R, you would need to install it from GitHub via the remotes library:
# the remotes package is needed to be able to load the package from GitHub
# install.packages("remotes")
remotes::install_github("ilapros/DoubleRobGam")
library(DoubleRobGam)
The package vignette gives some examples of how to use the DoubleGam and DoubleRobGam functions. See the vignette by typing:
browseVignettes("DoubleRobGam")