cgam: An R Package for the Constrained Generalized Additive Model

The cgam package contains routines to fit the generalized additive model where the components may be modeled with shape and smoothness assumptions. The main routine is cgam and nineteen symbolic routines are provided to indicate the relationship between the response and each predictor, which satisfies constraints such as monotonicity, convexity, their combinations, tree, and umbrella orderings. The user may specify constrained splines to fit the individual components for continuous predictors, and various types of orderings for the ordinal predictors. In addition, the user may specify parametrically modeled covariates. Two-way interactions between continuous variables, where the relationship with the response is constrained to be monotone, are modeled with

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