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/usr/lib/R/library/mgcv/INDEX is in r-cran-mgcv 1.7-12-1.

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The actual contents of the file can be viewed below.

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Predict.matrix          Prediction methods for smooth terms in a GAM
Predict.matrix.cr.smooth
                        Predict matrix method functions
Tweedie                 GAM Tweedie family
anova.gam               Approximate hypothesis tests related to GAM
                        fits
bam                     Generalized additive models for very large
                        datasets
bam.update              Update a strictly additive bam model for new
                        data.
cSplineDes              Evaluate cyclic B spline basis
choose.k                Basis dimension choice for smooths
columb                  Reduced version of Columbus OH crime data
concurvity              GAM concurvity measures
exclude.too.far         Exclude prediction grid points too far from
                        data
extract.lme.cov         Extract the data covariance matrix from an lme
                        object
fix.family.link         Modify families for use in GAM fitting and
                        checking
fixDependence           Detect linear dependencies of one matrix on
                        another
formXtViX               Form component of GAMM covariance matrix
formula.gam             GAM formula
full.score              GCV/UBRE score for use within nlm
gam                     Generalized additive models with integrated
                        smoothness estimation
gam.check               Some diagnostics for a fitted gam model
gam.control             Setting GAM fitting defaults
gam.convergence         GAM convergence and performance issues
gam.fit                 GAM P-IRLS estimation with GCV/UBRE smoothness
                        estimation
gam.fit3                P-IRLS GAM estimation with GCV & UBRE/AIC or
                        RE/ML derivative calculation
gam.models              Specifying generalized additive models
gam.outer               Minimize GCV or UBRE score of a GAM using
                        'outer' iteration
gam.selection           Generalized Additive Model Selection
gam.side                Identifiability side conditions for a GAM
gam.vcomp               Report gam smoothness estimates as variance
                        components
gam2objective           Objective functions for GAM smoothing parameter
                        estimation
gamObject               Fitted gam object
gamSim                  Simulate example data for GAMs
gamm                    Generalized Additive Mixed Models
get.var                 Get named variable or evaluate expression from
                        list or data.frame
in.out                  Which of a set of points lie within a polygon
                        defined region
influence.gam           Extract the diagonal of the influence/hat
                        matrix for a GAM
initial.sp              Starting values for multiple smoothing
                        parameter estimation
interpret.gam           Interpret a GAM formula
ldTweedie               Log Tweedie density evaluation
linear.functional.terms
                        Linear functionals of a smooth in GAMs
logLik.gam              Extract the log likelihood for a fitted GAM
ls.size                 Size of list elements
magic                   Stable Multiple Smoothing Parameter Estimation
                        by GCV or UBRE
magic.post.proc         Auxilliary information from magic fit
mgcv                    Multiple Smoothing Parameter Estimation by GCV
                        or UBRE
mgcv-FAQ                Frequently Asked Questions for package mgcv
mgcv-package            GAMs with GCV/AIC/REML smoothness estimation
                        and GAMMs by REML/PQL
mgcv.control            Setting mgcv defaults
model.matrix.gam        Extract model matrix from GAM fit
mono.con                Monotonicity constraints for a cubic regression
                        spline
mroot                   Smallest square root of matrix
negbin                  GAM negative binomial family
new.name                Obtain a name for a new variable that is not
                        already in use
notExp                  Functions for better-than-log positive
                        parameterization
notExp2                 Alternative to log parameterization for
                        variance components
null.space.dimension    The basis of the space of un-penalized
                        functions for a TPRS
pcls                    Penalized Constrained Least Squares Fitting
pdIdnot                 Overflow proof pdMat class for multiples of the
                        identity matrix
pdTens                  Functions implementing a pdMat class for tensor
                        product smooths
pen.edf                 Extract the effective degrees of freedom
                        associated with each penalty in a gam fit
place.knots             Automatically place a set of knots evenly
                        through covariate values
plot.gam                Default GAM plotting
polys.plot              Plot geographic regions defined as polygons
predict.gam             Prediction from fitted GAM model
print.gam               Print a Generalized Additive Model object.
qq.gam                  QQ plots for gam model residuals
rTweedie                Generate Tweedie random deviates
random.effects          Random effects in GAMs
residuals.gam           Generalized Additive Model residuals
rig                     Generate inverse Gaussian random deviates
s                       Defining smooths in GAM formulae
slanczos                Compute truncated eigen decomposition of a
                        symmetric matrix
smooth.construct        Constructor functions for smooth terms in a GAM
smooth.construct.ad.smooth.spec
                        Adaptive smooths in GAMs
smooth.construct.cr.smooth.spec
                        Penalized Cubic regression splines in GAMs
smooth.construct.ds.smooth.spec
                        Low rank Duchon 1977 splines
smooth.construct.fs.smooth.spec
                        Factor smooth interactions in GAMs
smooth.construct.mrf.smooth.spec
                        Markov Random Field Smooths
smooth.construct.ps.smooth.spec
                        P-splines in GAMs
smooth.construct.re.smooth.spec
                        Simple random effects in GAMs
smooth.construct.sos.smooth.spec
                        Splines on the sphere
smooth.construct.tensor.smooth.spec
                        Tensor product smoothing constructor
smooth.construct.tp.smooth.spec
                        Penalized thin plate regression splines in GAMs
smooth.terms            Smooth terms in GAM
smoothCon               Prediction/Construction wrapper functions for
                        GAM smooth terms
sp.vcov                 Extract smoothing parameter estimator
                        covariance matrix from (RE)ML GAM fit
spasm.construct         Experimental sparse smoothers
step.gam                Alternatives to step.gam
summary.gam             Summary for a GAM fit
t2                      Define alternative tensor product smooths in
                        GAM formulae
te                      Define tensor product smooths in GAM formulae
tensor.prod.model.matrix
                        Utility functions for constructing tensor
                        product smooths
uniquecombs             find the unique rows in a matrix
vcov.gam                Extract parameter (estimator) covariance matrix
                        from GAM fit
vis.gam                 Visualization of GAM objects