| df2lambda {fda} | R Documentation |
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.
df2lambda(argvals, basisobj, wtvec=rep(1, n), Lfd=0, df=nbasis)
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. |
The conversion requires a one-dimensional optimization and may be therefore computationally intensive.
The equivalent smoothing parameter value.