lambda2df {fda}R Documentation

Convert Smoothing Parameter to Degrees of Freedom

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 multipler lambda into a degrees of freedom value.

Usage

lambda2df(argvals, basisfd, wtvec=rep(1, n), Lfd=NULL, lambda=0)

Arguments

argvals Argument values associated with the values to be smoothed.
basisfd 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.
lambda The smoothing parameter to be converted.

Details

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

Value

The equivalent degrees of freedom value.

Note

Author(s)

References

See Also

Examples






[Package fda version 1.0 Index]