Grkpack fitting smoothing spline anova models for exponential families

Wahba, Wang, Gu, Klein and Klein introduced Smoothing Spline ANalysis of VAriance (SS ANOVA) method for data from exponential families. Based on RKPACK, which fits SS ANOVA models to Gaussian data, we introduce GRKPACK a collection of Fortran subroutines for binary, binomial, Poisson and Gamma data. We also show how to calculate Bayesian confidence intervals for SS ANOVA estimates.

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