I use generalized additive models (GAMs) in my research work. I use them a lot! Simon Wood’s mgcv package is an excellent set of software for specifying, fitting, and visualizing GAMs for very large data sets. Despite recently dabbling with brms, mgcv is still my go-to GAM package. The only down-side to mgcv is that it is not very tidy-aware and the ggplot-verse may as well not exist as far as it is concerned. This in itself is no bad thing, though as someone who uses mgcv a lot but also prefers to do my plotting with ggplot2, this lack of awareness was starting to hurt. So, I started working on something to help bridge the gap between these two separate worlds that I inhabit. The fruit of that labour is gratia, and development has progressed to the stage where I am ready to talk a bit more about it.
gratia is an R package for working with GAMs fitted with
gamm() from mgcv or
gamm4() from the gamm4 package, although functionality for handling the latter is not yet implement. gratia provides functions to replace the base-graphics-based
gam.check() that mgcv provides with ggplot2-based versions. Recent changes have also resulted in gratia being much more tidyverse aware and it now (mostly) returns outputs as tibbles.
In this post I wanted to give a flavour of what is currently possible with gratia and outline what still needs to be implemented.
gratia currently lives on GitHub, so we need to install it from there using
To do anything useful with gratia we need a GAM and for that we need mgcv
and an old favourite example data set
The simulated data in
dat are well-studied in GAM-related research and contain a number of covariates — labelled
x3 — which have, to varying degrees, non-linear relationships with the response. We want to try to recover these relationships by approximating the true relationships between covariate and response using splines. To fit a purely additive model, we use
mgcv provides a
summary() method that is used to extract information about the fitted GAM
k.check() function for checking whether sufficient numbers of basis functions were used in each smooth in the model. (You may not have used
k.check() directly — it is called by
gam.check() which prints out other diagnostics and also produces four model diagnostic plots, which is one thing that gratia provides a replacement for.)
To visualize estimated GAMs, mgcv provides the
plot.gam() method and the
vis.gam() function. gratia currently provides a ggplot2-based replacement for
plot.gam(). Work is on-going to provide
vis.gam()-like functionality within gratia — see
?gratia::data_slice for early work in that direction. In gratia, we use the
draw() generic to produce ggplot2-like plots from objects. To visualize the four estimated smooth functions in the GAM
mod, we would use
draw() uses the
plot_grid() function from cowplot to draw multiple panels on the plot device, and to line up the individual plots.
There’s not an awful lot more you can do with this now, but the at least the plot is reasonably pretty. gratia includes tools for working with the underlying smooths represented in
mod, and if you wanted to extract most of the data used to build the plot you’d use the
Producing diagnostic plots
The diagnostic plots currently produced by
gam.check() can also be produced using gratia, with the
Each of the four plots is produced via user-accessible function that implements a specific plot. For example,
qq_plot(mod) produces the Q-Q plot in the upper left for the figure above, and the
qq_plot.gam() method reproduces most of the functionality of
mgcv::qq.gam(), including the direct randomization procedure (
method = ‘direct’, as shown above) and the data simulation procedure (
method = ‘simulate’) to generate reference quantiles, which typically have better performance for GLM-like models (Augustin et al., 2012).
draw() can also handle many of the more specialized smoothers currently available in mgcv. For example, 2D smoothers are represented as
geom_raster() surfaces with contours
and factor-smooth-interaction terms, which are the equivalent of random slopes and intercepts for splines, are drawn on a single panel and colour is used to distinguish the different random smooths
What else can gratia do?
Although still quite early in the planned development cycle, gratia can handle most of the smooths that mgcv can estimate, including
by variable smooths with factor and continuous
by variables, random effect smooths (
bs = ‘re’), 2D tensor product smooths, and models with parametric terms.
Smoothers that gratia can’t do anything with as yet are Markov random fields (MRFs;
bs = ‘mrf’), splines on the sphere (SoSs;
bs = ‘sos’), soap film smoothers (
bs = ‘so’), and linear functional models with matrix terms.
The package also includes functions for
calculating across-the-function and simultaneous confidence intervals for smooths via
calculating first and second derivatives (of currently only univariate) smooths using finite differences.
fderiv()is the old home for first derivatives of GAM smooths, whilst the new
derivatives()function can calculate first and second derivatives using forward (like
fderiv()) as well as backward and central finite differences.
There is also are lot of exported functions that make it easier for working with GAMs fitted by mgcv and for extracting aspects of the fitted model and the smooths. The exact functionality is still being worked on so be prepared for some of the functions to come and go or change name as I work through ideas and implementations and settle on the interface for the tools that gratia will provide for this.
What can’t gratia do?
I’ve already covered where gratia is currently lacking in respect to the types of smoother that mgcv can fit. It is also currently lacking in tools for exploring models in more detail, such as the plots of model predictions over slices of covariate space that
vis.gam() can produce (though see
gratia::data_slice() for functions to create the data needed for such plots.) Nor can gratia currently handle smooths of higher than two dimensions. I’d like to add this capability soon as it will make visualizing GAMs fitted to spatio-temporal data much easier then it currently is.
Longer term I plan to fill out the types of smoothers that gratia can handle to cover all the types that mgcv can fit, and add
vis.gam()-like functionality and the ability to handle higher dimensional smooths (
plot.gam() can now handle 3- or 4-dimensional smooths.)
The ultimate goal of course is to just have
draw() work for whatever GAM model you throw at it, and at least have feature parity with
As is to be expected for such an early release, there is a lot of stabilization to function names and arguments that needs to happen in gratia, and a lot of documentation to be written, including some vignettes. For now, the best way to understand what gratia is doing or how it works is to look at the examples on the gratia website (built using pkgdown) and take a look at the package tests which contain lots of examples of GAM fits and the code to work with them.
I’m very much interested in user feedback, so please do let me know if you have any suggestions for additions or improvements to gratia, and if you do use gratia and find bugs in the package or GAMs that gratia can’t handle I would love to hear from you. You can get in touch via the comments below, or via GitHub Issues.
I would also be remiss if I did not mention Matteo Fasiolo’s excellent mcgViz package, which already has extensive capabilities for exploring GAM fits, including some very interesting approaches to handling models of millions of data points or more, which cause data visualization problems.
Augustin, N. H., Sauleau, E.-A., and Wood, S. N. (2012). On quantile quantile plots for generalized linear models. Computational statistics & data analysis 56, 2404–2409. doi:10.1016/j.csda.2012.01.026.