# cgaim

Constrained groupwise additive index models

## Description

The `cgaim`

package provide allows fitting groupwise
additive index models with constraints on both the ridge functions and
indices coefficients. Methods to plot the ridge functions, predict new
data and compute confidence intervals are also included in the
package.

The statistical model is detailed in the following publication

Pierre Masselot, Fateh Chebana, Céline Campagna, Éric Lavigne, Taha B
M J Ouarda, Pierre Gosselin (2022). **Constrained groupwise
additive index models.** *Biostatistics*, 00(00), 1-19.
https://doi.org/10.1093/biostatistics/kxac023.

## Installation

The package is available for installation from the usual CRAN
repository. Alternatively, to install the development version:

- In R, install the package directly from Github using the command
(the package
`devtools`

is required):

```
> library(devtools)
> install_github("PierreMasselot/cgaim")
```

- The package can then be loaded as usual:
`library(cgaim)`

.
- Help can be accessed from R with
`?cgaim`

.

## Functions

The main function of the package is the eponymous `cgaim`

that fits the model. Then, the `print.cgaim`

method allows
displaying the results. The `confint.cgaim`

method allows
computing confidence intervals, either using normal approximation or
through bootstrap. Ridge functions can be displayed using the
`plot.cgaim`

method, with the possibility to add confidence
intervals. Finally, `predict.cgaim`

allows computing the
indices and perform prediction on new observations. See the help of each
function.