S-PLUS has a ‘Modern Regression Module’ which contains functions for a number of regression methods. These are not necessarily non-linear in the sense of Chapter 8, which refers to a non-linear parametrization, but they do allow nonlinear functions of the independent variables to be chosen by the procedures. The methods are all fairly computer-intensive, and so are only feasible in the era of plentiful computing power (and hence are ‘modern’). There are few texts covering this material. Although they do not cover all our topics in equal detail, for what they do cover Hastie & Tibshirani (1990), Simonoff (1996) and Bowman & Azzalini (1997) are good references.
KeywordsHide Layer Additive Model Smoothing Spline Local Fitting Weight Decay
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