Discrete Prolate Spheroidal (Slepian) Sequence Regression Smoothers.

slp

slp: Discrete Prolate Spheroidal (Slepian) Sequence Regression Smoothers (1.0-2)

Description

Interface for creation of 'slp' class smoother objects for use in Generalized Additive Models (e.g., packages 'gam' and 'mgcv').

References

Thomson, D.J (1982). Spectrum estimation and harmonic analysis. Proceedings of the IEEE Volume 70, number 9, pp. 1055--1096.

Hastie, T. J. (1991). Generalized additive models. Chapter 7 of Statistical Models in S eds J. M. Chambers and T. J. Hastie, Wadsworth and Brooks/Cole.

Hastie, T. and Tibshirani, R. (1990). Generalized Additive Models. London: Chapman and Hall.

Wood, S.N. (2011). Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models. Journal of the Royal Statistical Society (B) 73(1):3-36

Wood, S.N. (2004). Stable and efficient multiple smoothing parameter estimation for generalized additive models. J. Amer. Statist. Ass. 99:673-686.

Wood, S.N. (2006). Generalized Additive Models: an introduction with R, CRC.