hi Using a ts or tprs basis, I expected gcv to decrease when increasing the basis dimension, as I thought this would minimise gcv over a larger subspace. But gcv increased. Here's an example. thanks for any comments.
greg #simulate some data set.seed(0) x1<-runif(500) x2<-rnorm(500) x3<-rpois(500,3) d<-runif(500) linp<--1+x1+0.5*x2+0.3*exp(-2*d)*sin(10*d)*x3 y<-rpois(500,exp(linp)) sum(y) library(mgcv) #basis dimension k=5 m1<-gam(y~x1+x2+te(d,bs="ts")+te(x3,bs="ts")+te(d,x3,bs="ts"),family="poisson") #basis dimension k=10 m2<-gam(y~x1+x2+te(d,bs="ts",k=10)+te(x3,bs="ts",k=10)+te(d,x3,bs="ts",k=10),family="poisson") #gcv increased m1$gcv m2$gcv summary(m1) summary(m2) gam.check(m1) gam.check(m2) #is this due to bs="ts"? #basis dimension k=5 m1tp<-gam(y~x1+x2+te(d,bs="tp")+te(x3,bs="tp")+te(d,x3,bs="tp"),family="poisson") #basis dimension k=10 m2tp<-gam(y~x1+x2+te(d,bs="tp",k=10)+te(x3,bs="tp",k=10)+te(d,x3,bs="tp",k=10),family="poisson") m1tp$gcv m2tp$gcv #no summary(m1tp) summary(m2tp) gam.check(m1tp) gam.check(m2tp) ______________________________________________ R-help@r-project.org 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.
