On Fri, 2010-06-04 at 15:56 +0200, Joris Meys wrote: > Dear all, > > I'm a bit stunned by the behaviour of a gam model using cyclic > P-spline smoothers. I cannot provide the data, as I have about 61.000 > observations from a time series. <snip /> > > I checked the help files ?smooth.terms, and found about 10 lines apart : > > bs="cs" specifies a shrinkage version of "cr". > > bs="cs" gives a cyclic version of a P-spline.
This is a typo in the help file ?smooth.terms. ?p.spline indicates that bs = "cp" is what is needed for a cyclic P spline. In ?smooth.terms ‘bs="cs"’ gives a cyclic version of a P-spline. should read ‘bs="cp"’ gives a cyclic version of a P-spline. in in the P Spline section. By specifying bs = "cs", you weren't getting a cyclic spline at all, it is a cubic regression spline with shrinkage (so a smooth can potentially be penalized out of the model entirely during the fitting). If cc'd the author & maintainer of mgcv (Simon Wood) so that this doesn't get overlooked amongst the other R-Help traffic. HTH G > > When I use the (bs="cc") option, I get the results as I want them, so > I keep with the cyclic cubic splines for now. Yet, I find the > behaviour of bs="cs" puzzling, and I'm wondering whether I missed > something, or if this really is an inconsistency in the package. > > I currently run mgcv 1.6-1 on R 2.10.1 > > A small example showing what I experience. Mind you that here x is in > fact NOT cyclic, whereas in my data I'm sure it has to be : > y <- rep(1:20,200) > x <- 1:4000 > DD <- sample(1:360,4000,replace=T) > TT <- sample(-10:10,4000,replace=T) > NO <- TT^2 + (10-y+2)^2 + 10*sin(DD*2*pi/360) - 0.002*sqrt(x) > +rnorm(4000,0,100) > > model <- gam(NO~s(x)+s(y,bs="cs")+s(DD,bs="cs")+s(TT)) > plot(model) > > model <- gam(NO~s(x)+s(y,bs="cc")+s(DD,bs="cc")+s(TT)) > plot(model) > > > Cheers > Joris > -- %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Dr. Gavin Simpson [t] +44 (0)20 7679 0522 ECRC, UCL Geography, [f] +44 (0)20 7679 0565 Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/ UK. WC1E 6BT. [w] http://www.freshwaters.org.uk %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% ______________________________________________ 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.
