The mgcv
package performs a linear extrapolation when the newdat
argument of the predict
function contains values outside the range of the training covariates. I am unable to find out what happens in this use case for the gamboostLSS
package and the gamlss
and mboost
packages on which it is based.
1 Answer
Just to close this issue an to let others know [I wasn't aware of this open question]:
We had an email exchange in 2015 and decided to use linear extrapolation for smooth effects (both, P-splines and constraint P-splines). This was implemented in mboost 2.5-0. See news(Version >= "2.5-0", package = "mboost")
and package?mboost
for more details.