mssmViz documentation

This is the documentation of mssmViz. The entire source code is available for inspection on GitHub. mssmViz contains code to extract information from (mssmViz.src.extract), to visualize, & and to validate (mssmViz.src.plot) smooth models estimated via the mssm Python toolbox for estimating Generalized Additive Mixed Models (GAMMs), Generalized Additive Mixed Models of Location Scale and Shape (GAMMLSS), and more general (mixed) smooth models in the sense defined by Wood, Pya, & Säfken (2016).

Approximate estimation (and automatic regularization) of the latter only requires users to provide the (gradient of) the log-likelihood. Furthermore, mssm is an excellent choice for the modeling of multi-level time-series data, often estimating additive models with separate smooths for thousands of levels in a couple of minutes.

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