GAM-like formulas

[lcgodoy]

Other packages (e.g., brms, rstanarm, and bbsBayes2) that depend on Stan have added a dependency on mgcv to create the “design matrices” associated to a GAM from a formula. Then, the linear coefficients associated to non-linear term (it sounds contradictory, but that’s right) are penalized through an hierarchical prior.

Digging into their code will give us some ideas on how to implement it.

[lcgodoy]

This might be helpful too.