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The cgaim
package allows fitting Groupwise Additive
Index Models with constraints (CGAIM) on both the ridge functions and
indices coefficients. Methods to plot the ridge functions, predict new
data and compute confidence intervals are also included in the
package.
The model and fitting are described in:
Pierre Masselot, Fateh Chebana, Céline Campagna, Éric Lavigne, Taha B M J Ouarda, Pierre Gosselin (2022). Constrained groupwise additive index models. Biostatistics, 24(04), 1066–1084. https://doi.org/10.1093/biostatistics/kxac023.
The package is available for installation from the usual CRAN repository. Alternatively, to install the development version:
devtools
is required):> library(devtools)
> install_github("PierreMasselot/cgaim")
library(cgaim)
.?cgaim
.The main function of the package is the eponymous cgaim
that fits the model. Then, the print.cgaim
method allows
displaying the results. The confint.cgaim
and
vcov.cgaim
methods allow computing confidence intervals and
variance-covariance matrix using various approaches. Ridge functions can
be displayed using the plot.cgaim
method, with the
possibility to add confidence intervals. Finally,
predict.cgaim
allows computing the indices and perform
prediction on new observations. See the help of each function.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.