mssm
  • Getting Started
    • Installation
  • mssm Tutorial
    • Data structure
    • The Formula class
      • From mgcv to mssm - Conversion table
      • Factor Variable Coding
    • Practicing with Formulas & Estimating Additive Models
      • A single smooth model
      • A by-condition GAM
      • A binary smooth model
      • An ordered factor model
      • Tensor smooth interactions
      • Binary tensor smooth interactions
      • Random effects
        • Random Intercepts
        • Random Slopes
        • Random Smooths
      • Very big random effect models
    • Beyond Gaussian Models: Estimating GAMMs and GAMMLSS in mssm
      • Examples: GAMMs
        • Binomial GAM
        • Gamma GAM
      • Examples: Generalized Additive Models of Location Scale and Shape
        • Gaussian GAMMLSS
        • GAMMA GAMMLSS
        • Multinomial GAMMLSS
    • Advanced topics
      • Model selection
      • Very big random effect models
      • Very big random effect models + MANY observations
      • ar1 Models of the residuals
        • ar1 Model for Generalized Models
      • Posterior Simulation & Whole-interval CIs
        • Posterior Simulation & Whole-interval CIs for GAMMLSS and GSMM models
      • The GSMM class in mssm
        • Proportional Hazard models
    • References
  • Programmer’s Guide
    • Adding a New Family
    • Adding a New GAMLSSFamily
    • Adding a New GSMMFamily
    • Adding a New Marginal Smooth Basis
    • Adding a New Penalty Matrix
  • api
    • mssm.models module
      • GAMM
        • GAMM.fit()
        • GAMM.get_llk()
        • GAMM.get_mmat()
        • GAMM.get_pars()
        • GAMM.get_reml()
        • GAMM.get_resid()
        • GAMM.predict()
        • GAMM.predict_diff()
        • GAMM.print_parametric_terms()
        • GAMM.print_smooth_terms()
        • GAMM.sample_post()
      • GAMMLSS
        • GAMMLSS.fit()
        • GAMMLSS.get_llk()
        • GAMMLSS.get_mmat()
        • GAMMLSS.get_pars()
        • GAMMLSS.get_reml()
        • GAMMLSS.get_resid()
        • GAMMLSS.predict()
        • GAMMLSS.predict_diff()
        • GAMMLSS.print_parametric_terms()
        • GAMMLSS.print_smooth_terms()
        • GAMMLSS.sample_post()
      • GSMM
        • GSMM.fit()
        • GSMM.get_llk()
        • GSMM.get_mmat()
        • GSMM.get_pars()
        • GSMM.get_reml()
        • GSMM.get_resid()
        • GSMM.predict()
        • GSMM.predict_diff()
        • GSMM.print_parametric_terms()
        • GSMM.print_smooth_terms()
        • GSMM.sample_post()
    • mssm.src.python.compact_rep module
      • computeH()
      • computeHSR1()
      • computeV()
      • computeVSR1()
    • mssm.src.python.compare module
      • compare_CDL()
    • mssm.src.python.custom_types module
      • ConstType
        • ConstType.DIFF
        • ConstType.DROP
        • ConstType.QR
      • Constraint
        • Constraint.Z
        • Constraint.type
      • Fit_info
        • Fit_info.K2
        • Fit_info.code
        • Fit_info.dropped
        • Fit_info.eps
        • Fit_info.iter
        • Fit_info.lambda_updates
      • LambdaTerm
        • LambdaTerm.D_J_emb
        • LambdaTerm.S_J
        • LambdaTerm.S_J_emb
        • LambdaTerm.S_J_lam
        • LambdaTerm.clust_series
        • LambdaTerm.clust_weights
        • LambdaTerm.dist_param
        • LambdaTerm.frozen
        • LambdaTerm.lam
        • LambdaTerm.rank
        • LambdaTerm.rep_sj
        • LambdaTerm.rp_idx
        • LambdaTerm.start_index
        • LambdaTerm.term
        • LambdaTerm.type
      • PenType
        • PenType.COEFFICIENTS
        • PenType.CUSTOM
        • PenType.DERIVATIVE
        • PenType.DIFFERENCE
        • PenType.DISTANCE
        • PenType.IDENTITY
        • PenType.NULL
        • PenType.REPARAM1
      • Reparameterization
        • Reparameterization.C
        • Reparameterization.Drp
        • Reparameterization.IRrp
        • Reparameterization.Srp
        • Reparameterization.rank
        • Reparameterization.rms1
        • Reparameterization.rms2
        • Reparameterization.scale
      • TermType
        • TermType.IRSMOOTH
        • TermType.LINEAR
        • TermType.RANDINT
        • TermType.RANDSLOPE
        • TermType.SMOOTH
      • VarType
        • VarType.FACTOR
        • VarType.NUMERIC
    • mssm.src.python.exp_fam module
      • Binomial
        • Binomial.D()
        • Binomial.V()
        • Binomial.dVy1()
        • Binomial.deviance()
        • Binomial.init_mu()
        • Binomial.llk()
        • Binomial.lp()
      • Family
        • Family.D()
        • Family.V()
        • Family.dVy1()
        • Family.deviance()
        • Family.init_mu()
        • Family.llk()
        • Family.lp()
      • GAMLSSFamily
        • GAMLSSFamily.get_resid()
        • GAMLSSFamily.init_coef()
        • GAMLSSFamily.init_lambda()
        • GAMLSSFamily.llk()
        • GAMLSSFamily.lp()
      • GAMMALS
        • GAMMALS.get_resid()
        • GAMMALS.init_coef()
        • GAMMALS.llk()
        • GAMMALS.lp()
      • GAUMLSS
        • GAUMLSS.get_resid()
        • GAUMLSS.init_coef()
        • GAUMLSS.llk()
        • GAUMLSS.lp()
      • GSMMFamily
        • GSMMFamily.get_resid()
        • GSMMFamily.gradient()
        • GSMMFamily.hessian()
        • GSMMFamily.init_coef()
        • GSMMFamily.init_lambda()
        • GSMMFamily.llk()
      • Gamma
        • Gamma.D()
        • Gamma.V()
        • Gamma.dVy1()
        • Gamma.deviance()
        • Gamma.llk()
        • Gamma.lp()
      • Gaussian
        • Gaussian.D()
        • Gaussian.V()
        • Gaussian.dVy1()
        • Gaussian.deviance()
        • Gaussian.llk()
        • Gaussian.lp()
      • Identity
        • Identity.dy1()
        • Identity.dy2()
        • Identity.f()
        • Identity.fi()
      • InvGauss
        • InvGauss.D()
        • InvGauss.V()
        • InvGauss.dVy1()
        • InvGauss.deviance()
        • InvGauss.llk()
        • InvGauss.lp()
      • LOG
        • LOG.dy1()
        • LOG.dy2()
        • LOG.f()
        • LOG.fi()
      • LOGb
        • LOGb.dy1()
        • LOGb.dy2()
        • LOGb.f()
        • LOGb.fi()
      • Link
        • Link.dy1()
        • Link.dy2()
        • Link.f()
        • Link.fi()
      • Logit
        • Logit.dy1()
        • Logit.dy2()
        • Logit.f()
        • Logit.fi()
      • MULNOMLSS
        • MULNOMLSS.get_resid()
        • MULNOMLSS.llk()
        • MULNOMLSS.lp()
      • Poisson
        • Poisson.D()
        • Poisson.V()
        • Poisson.dVy1()
        • Poisson.deviance()
        • Poisson.init_mu()
        • Poisson.llk()
        • Poisson.lp()
      • PropHaz
        • PropHaz.get_baseline_hazard()
        • PropHaz.get_resid()
        • PropHaz.get_survival()
        • PropHaz.gradient()
        • PropHaz.hessian()
        • PropHaz.init_coef()
        • PropHaz.llk()
      • est_scale()
    • mssm.src.python.file_loading module
      • clear_cache()
      • read_cor_cov_single()
      • read_cov()
      • read_cov_no_cor()
      • read_dtype()
      • read_no_cor_cov_single()
      • read_unique()
      • read_unique_single()
      • setup_cache()
    • mssm.src.python.formula module
      • Formula
        • Formula.encode_data()
        • Formula.get_coding_factors()
        • Formula.get_data()
        • Formula.get_depvar()
        • Formula.get_factor_codings()
        • Formula.get_factor_levels()
        • Formula.get_has_intercept()
        • Formula.get_ir_smooth_term_idx()
        • Formula.get_lhs()
        • Formula.get_linear_term_idx()
        • Formula.get_n_coef()
        • Formula.get_notNA()
        • Formula.get_random_term_idx()
        • Formula.get_smooth_term_idx()
        • Formula.get_subgroup_variables()
        • Formula.get_term_names()
        • Formula.get_terms()
        • Formula.get_var_map()
        • Formula.get_var_maxs()
        • Formula.get_var_mins()
        • Formula.get_var_mins_maxs()
        • Formula.get_var_types()
        • Formula.has_ir_terms()
      • build_model_matrix()
      • build_penalties()
      • build_sparse_matrix_from_formula()
      • lhs
    • mssm.src.python.gamm_solvers module
      • PIRLS_newton_weights()
      • PIRLS_pdat_weights()
      • apply_eigen_perm()
      • back_track_alpha()
      • calculate_edf()
      • calculate_term_edf()
      • check_drop_valid_gammlss()
      • check_drop_valid_gensmooth()
      • compute_S_emb_pinv_det()
      • compute_eigen_perm()
      • compute_lgdetD_bsb()
      • computetrVS3()
      • correct_coef_step()
      • correct_coef_step_gammlss()
      • correct_coef_step_gen_smooth()
      • correct_lambda_step()
      • correct_lambda_step_gamlss()
      • correct_lambda_step_gen_smooth()
      • deriv_transform_eta_beta()
      • deriv_transform_mu_eta()
      • drop_terms_S()
      • drop_terms_X()
      • extend_lambda_step()
      • form_cross_prod_mp()
      • form_eta_mp()
      • gd_coef_smooth()
      • grad_lambda()
      • handle_drop_gammlss()
      • handle_drop_gsmm()
      • identify_drop()
      • init_step_gam()
      • initialize_extension()
      • keep_XTX()
      • keep_eta()
      • newton_coef_smooth()
      • read_XTX()
      • read_eta()
      • read_mmat()
      • restart_coef()
      • restart_coef_gammlss()
      • solve_gamm_sparse()
      • solve_gamm_sparse2()
      • solve_gammlss_sparse()
      • solve_generalSmooth_sparse()
      • step_fellner_schall_sparse()
      • test_SR1()
      • undo_extension_lambda_step()
      • update_PIRLS()
      • update_coef()
      • update_coef_and_scale()
      • update_coef_gammlss()
      • update_coef_gen_smooth()
      • update_scale_edf()
    • mssm.src.python.matrix_solvers module
      • compute_B()
      • compute_Linv()
      • compute_block_B_shared()
      • compute_block_B_shared_cluster()
      • compute_block_linv_shared()
      • cpp_backsolve_tr()
      • cpp_chol()
      • cpp_cholP()
      • cpp_dqrr()
      • cpp_qr()
      • cpp_qrr()
      • cpp_solve_L()
      • cpp_solve_LXX()
      • cpp_solve_am()
      • cpp_solve_coef()
      • cpp_solve_coefXX()
      • cpp_solve_coef_pqr()
      • cpp_solve_qr()
      • cpp_solve_tr()
      • cpp_symqr()
      • est_condition()
      • map_csc_to_eigen()
      • map_csr_to_eigen()
      • translate_sparse()
    • mssm.src.python.penalties module
      • DifferencePenalty
        • DifferencePenalty.constructor()
      • IdentityPenalty
        • IdentityPenalty.constructor()
      • Penalty
        • Penalty.constructor()
      • TP_pen()
      • adjust_pen_drop()
      • embed_in_S_sparse()
      • embed_in_Sj_sparse()
      • embed_shared_penalties()
    • mssm.src.python.repara module
      • reparam()
      • reparam_model()
    • mssm.src.python.smooths module
      • B_spline_basis()
      • TP_basis_calc()
      • bbase()
      • convolve_event()
      • tpower()
    • mssm.src.python.terms module
      • GammTerm
        • GammTerm.build_matrix()
        • GammTerm.build_penalty()
        • GammTerm.get_coef_info()
      • build_ir_smooth_series()
      • build_linear_term()
      • f
        • f.absorb_repara()
        • f.build_matrix()
        • f.build_penalty()
        • f.get_coef_info()
      • fs
        • fs.build_matrix()
        • fs.build_penalty()
        • fs.get_coef_info()
      • get_linear_coef_info()
      • i
        • i.build_matrix()
        • i.get_coef_info()
      • irf
        • irf.build_matrix()
        • irf.build_penalty()
        • irf.get_coef_info()
      • l
        • l.build_matrix()
        • l.get_coef_info()
      • li()
      • ri
        • ri.build_matrix()
        • ri.build_penalty()
        • ri.get_coef_info()
      • rs
        • rs.build_matrix()
        • rs.build_penalty()
        • rs.get_coef_info()
    • mssm.src.python.utils module
      • DummyRhoPrior
        • DummyRhoPrior.logpdf()
      • GAMLSSGSMMFamily
        • GAMLSSGSMMFamily.gradient()
        • GAMLSSGSMMFamily.hessian()
        • GAMLSSGSMMFamily.llk()
      • REML()
      • RhoPrior
        • RhoPrior.logpdf()
      • adjust_CI()
      • approx_smooth_p_values()
      • computeAr1Chol()
      • compute_REML_candidate_GSMM()
      • compute_Vb_corr_WPS()
      • compute_Vp_WPS()
      • compute_bias_corrected_edf()
      • compute_reml_candidate_GAMM()
      • correct_VB()
      • estimateVp()
      • print_parametric_terms()
      • print_smooth_terms()
      • sample_MVN()
      • updateVp()
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