Mastodawn

I've been writing-up some bits on un/under-documented parts of mgcv. Here's a bit of chat about the new "neighbourhood cross-validation" method that was uploaded to arXiv a wee while ago: https://calgary.converged.yt/articles/ncv.html

More to come on this, including some details on how to setup neighbourhoods in practice.

(Please @ me with errors/typos etc)

#mgcvchat

Neighbourhood cross-validation – Yes! You can do that in mgcv!

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Tomasz Woźniak Jul 2, 2024

@millerdl this is such an interesting package 📦 with many useful elements. I used its functions to develop the fastest simulation smoother possible in R (performs pretty well) https://gallery.rcpp.org/articles/simulation-smoother-using-rcpparmadillo/

Simulation Smoother using RcppArmadillo

Demonstrates three RcppArmadillo implementations of sampling random draws from a multivariate normal distribution specified by a precision matrix of special types.