Random Bits for BAMLSS

This smooth constructor implements random bits model terms. Note that this is experimental.

## Linear smooth constructor.
rb(..., k = 50)

## For mgcv.
# S3 method for randombits.smooth.spec
smooth.construct(object, data, knots, ...)

Arguments

...

For function rb() a formula of the type ~x1+x2+x3 that specifies the covariates that should be modeled.

k

Integer, number of radnom bit columns in the design matrix.

object, data, knots

See smooth.construct.

Value

Function rb(), similar to function s a simple smooth specification object.

Examples

if (FALSE) ## Simulate data.
set.seed(123)
d <- GAMart()

## Estimate model.
f <- num ~ rb(x1) + rb(x2) + rb(x3) + rb(~lon+lat)

b <- bamlss(f, data = d)
#> AICc -21.2792 logPost 634.6085 logLik  50.3258 edf 36.694 eps 0.9571 iteration   1
#> AICc -130.004 logPost 696.6471 logLik 115.4859 edf 45.762 eps 0.3027 iteration   2
#> AICc -152.558 logPost 724.1035 logLik 140.2322 edf 56.587 eps 0.2419 iteration   3
#> AICc -155.353 logPost 727.0658 logLik 148.2131 edf 61.692 eps 0.0668 iteration   4
#> AICc -155.847 logPost 727.5953 logLik 150.2628 edf 63.069 eps 0.0155 iteration   5
#> AICc -155.992 logPost 727.6831 logLik 150.5223 edf 63.212 eps 0.0021 iteration   6
#> AICc -156.018 logPost 727.6915 logLik 150.5551 edf 63.227 eps 0.0003 iteration   7
#> AICc -156.021 logPost 727.6922 logLik 150.5595 edf 63.229 eps 0.0000 iteration   8
#> AICc -156.021 logPost 727.6922 logLik 150.5595 edf 63.229 eps 0.0000 iteration   8
#> elapsed time:  0.62sec
#> Starting the sampler...
#> 
#> |                    |   0% 12.26sec
#> |*                   |   5% 11.63sec  0.61sec
#> |**                  |  10% 11.08sec  1.23sec
#> |***                 |  15% 10.45sec  1.84sec
#> |****                |  20% 10.12sec  2.53sec
#> |*****               |  25%  9.64sec  3.21sec
#> |******              |  30%  9.10sec  3.90sec
#> |*******             |  35%  8.42sec  4.53sec
#> |********            |  40%  7.86sec  5.24sec
#> |*********           |  45%  7.18sec  5.88sec
#> |**********          |  50%  6.53sec  6.53sec
#> |***********         |  55%  5.87sec  7.18sec
#> |************        |  60%  5.22sec  7.82sec
#> |*************       |  65%  4.57sec  8.48sec
#> |**************      |  70%  3.91sec  9.12sec
#> |***************     |  75%  3.26sec  9.77sec
#> |****************    |  80%  2.61sec 10.42sec
#> |*****************   |  85%  1.95sec 11.07sec
#> |******************  |  90%  1.30sec 11.72sec
#> |******************* |  95%  0.65sec 12.41sec
#> |********************| 100%  0.00sec 13.12sec

plot(b)