BRUTO – Generalised Additive Modelling

BRUTO is a fast implementation of a Generalised Additive Modelling tool.1

Description

BRUTO fits a generalized additive model (GAM) using an adaptive back-fitting procedure with smoothing splines.

GAMs are multiple regression models in which non-parametric smooth functions are used to model non-linear relationships. They are able to deal with categorical data; can include a mixture of linear and non-linear fitted functions; can model a variety of response types, including binomial and Poisson. A range of alternative smoothers are available.

In addition to identifying which variables to include in the final model, BRUTO identifies the optimal degree of smoothing for each variable. BRUTO also allows specification of a penalty parameter that is applied to the addition of extra variables in the model.

The model selection is based on an approximation to the generalized cross-validation (GCV) criterion, which is used at each step of the back-fitting procedure. Once the selection process stops, the model is backfit using the chosen amount of smoothing.2

Function

• Analysis tools
• User interface
  • Personal use
  • Raw data

Why use this tool?

• In large data sets it is about 100 times faster at fitting a model than a GAM 3

Who will use this tool?

• Data users
  • Expert
• Special skills are required

How will the tool be used?

• BRUTO is part of the MDA library of R and S-PLUS
• Desktop application
• User input required

Where in the data chain could this tool be used?

• User’s machine

When could this tool be used?

• As a post process, after data is with the user

Availability

R Project for Statistical Computing

• R: http://www.r-project.org/
• MDA package (mixture and flexible discriminate analysis) Version 0.3-2 (Oct 2006):

  http://cran.r-project.org/src/contrib/Descriptions/mda.html

• Manual: http://cran.r-project.org/doc/packages/mda.pdf
• Licence: GPL-2, GNU Public Licence
• Cost: free

S-PLUS commercial statistics

• Insightful Corporation: http://www.insightful.com/
• S-PLUS Version 8, 2007: http://www.insightful.com/products/splus/
• MDA package (mixture and flexible discriminate analysis) Version 0.3-2 (Oct 2006):

  http://cran.r-project.org/src/contrib/Descriptions/mda.html

• Manual: http://cran.r-project.org/doc/packages/mda.pdf
• Licence: Contact Insightful Corporation

Comments

For species’ distribution modelling, BRUTO has been compared to other methods.4