df2lambda {fda}R Documentation

Convert Degrees of Freedom to Smoothing Parameter

Description

The degree of roughness of an estimated function is controlled by a smoothing parameter lambda that directly multiplies the penalty. However, it can be difficult to interpret or choose this value, and it is often easier to determine the roughness by choosing a value that is equivalent of the degrees of freedom used by the smoothing procedure. This function converts a degrees of freedom value into a multipler lambda.

Usage

df2lambda(argvals, basisobj, wtvec=rep(1, n), Lfd=0, df=nbasis)

Arguments

argvals Argument values associated with the values to be smoothed.
basisobj A basis object.
wtvec A vector of weights for the data to be smoothed.
Lfd Either a nonnegative integer or a linear differential operator object.
df The degrees of freedom to be converted.

Details

The conversion requires a one-dimensional optimization and may be therefore computationally intensive.

Value

The equivalent smoothing parameter value.

Note

Author(s)

References

See Also

Examples






[Package fda version 1.0 Index]