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:  0.68sec
#> Starting the sampler...
#> 
#> |                    |   0% 11.78sec
#> |*                   |   5% 11.11sec  0.58sec
#> |**                  |  10% 10.66sec  1.18sec
#> |***                 |  15% 10.05sec  1.77sec
#> |****                |  20%  9.60sec  2.40sec
#> |*****               |  25%  9.01sec  3.00sec
#> |******              |  30%  8.49sec  3.64sec
#> |*******             |  35%  7.90sec  4.25sec
#> |********            |  40%  7.27sec  4.85sec
#> |*********           |  45%  6.67sec  5.46sec
#> |**********          |  50%  6.06sec  6.06sec
#> |***********         |  55%  5.46sec  6.68sec
#> |************        |  60%  4.85sec  7.27sec
#> |*************       |  65%  4.24sec  7.88sec
#> |**************      |  70%  3.64sec  8.49sec
#> |***************     |  75%  3.03sec  9.10sec
#> |****************    |  80%  2.43sec  9.70sec
#> |*****************   |  85%  1.82sec 10.34sec
#> |******************  |  90%  1.21sec 10.93sec
#> |******************* |  95%  0.61sec 11.54sec
#> |********************| 100%  0.00sec 12.13sec

plot(b)