Package: SOP 1.0-1

SOP: Generalised Additive P-Spline Regression Models Estimation

Generalised additive P-spline regression models estimation using the separation of overlapping precision matrices (SOP) method. Estimation is based on the equivalence between P-splines and linear mixed models, and variance/smoothing parameters are estimated based on restricted maximum likelihood (REML). The package enables users to estimate P-spline models with overlapping penalties. Based on the work described in Rodriguez-Alvarez et al. (2015) <doi:10.1007/s11222-014-9464-2>; Rodriguez-Alvarez et al. (2019) <doi:10.1007/s11222-018-9818-2>, and Eilers and Marx (1996) <doi:10.1214/ss/1038425655>.

Authors:Maria Xose Rodriguez-Alvarez [aut, cre], Manuel Oviedo de la Fuente [aut], Maria Durban [ctb], Paul H.C. Eilers [ctb], Dae-Jin Lee [ctb], Mikis Stasinopoulos [ctb]