Package: mgss 1.2
Martin Siebenborn
mgss: A Matrix-Free Multigrid Preconditioner for Spline Smoothing
Data smoothing with penalized splines is a popular method and is well established for one- or two-dimensional covariates. The extension to multiple covariates is straightforward but suffers from exponentially increasing memory requirements and computational complexity. This toolbox provides a matrix-free implementation of a conjugate gradient (CG) method for the regularized least squares problem resulting from tensor product B-spline smoothing with multivariate and scattered data. It further provides matrix-free preconditioned versions of the CG-algorithm where the user can choose between a simpler diagonal preconditioner and an advanced geometric multigrid preconditioner. The main advantage is that all algorithms are performed matrix-free and therefore require only a small amount of memory. For further detail see Siebenborn & Wagner (2021).
Authors:
mgss_1.2.tar.gz
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mgss_1.2.tgz(r-4.4-emscripten)mgss_1.2.tgz(r-4.3-emscripten)
mgss.pdf |mgss.html✨
mgss/json (API)
| # Install 'mgss' in R: |
| install.packages('mgss', repos = c('https://splinesmoothing.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/splinesmoothing/mgss/issues
Last updated 3 years agofrom:3b7dd9e847. Checks:OK: 1 NOTE: 8. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 10 2024 |
| R-4.5-win-x86_64 | NOTE | Sep 10 2024 |
| R-4.5-linux-x86_64 | NOTE | Sep 10 2024 |
| R-4.4-win-x86_64 | NOTE | Sep 10 2024 |
| R-4.4-mac-x86_64 | NOTE | Sep 10 2024 |
| R-4.4-mac-aarch64 | NOTE | Sep 10 2024 |
| R-4.3-win-x86_64 | NOTE | Sep 10 2024 |
| R-4.3-mac-x86_64 | NOTE | Sep 10 2024 |
| R-4.3-mac-aarch64 | NOTE | Sep 10 2024 |
Exports:CG_smoothestimate_tracegenerate_test_dataMGCG_smoothPCG_smoothpredict_smooth
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| High-dimensional spline smoothing using a matrix-free CG-method. | CG_smooth |
| Trace estimation of the hat matrix. | estimate_trace |
| Generate multi-dimensional test data for spline smoothing. | generate_test_data |
| High-dimensional spline smoothing using a matrix-free multigrid preconditioned CG-method. | MGCG_smooth |
| High-dimensional spline smoothing using a matrix-free PCG-method. | PCG_smooth |
| Predictions from model | predict_smooth |
