A well documented package for GAMs seems to be mgcv.

typical use, taken from the documentation for 'gam':

================= Code =================

install.packages(mgcv) # install the package, if it is not already installed

library(mgcv) # load the package

set.seed(2) ## simulate some data...

dat

A well documented package for GAMs seems to be mgcv.

typical use, taken from the documentation for 'gam':

================= Code =================

install.packages(mgcv) # install the package, if it is not already installed

library(mgcv) # load the package

set.seed(2) ## simulate some data...

dat

Thanks Thomas. These are useful hints. I will get back to you with any further queries I may have.

And if you are looking for other software packages, Stata has a user-written program aptly named gam (from within Stata type: ssc install gam)

another possibly useful R package is VGAM (Vector Generalized Additive Models, with gam as special case). Very flexible and quite well documented if I recall.

I am able to bind my data and run the GAM script now. However, I need to write out the full equation in terms of the smoothing splines or functions. Each spline has an intercept and 9 coefficients which I can get by the command coeff(out). But, how do I write the entire model out as an equation, as I need to insert this model in another piece of code that will do prediction. And that code is in C#, so it cannot use the gam object.