Convert Smoothing Parameter to Degrees of Freedom
lambda2df
Language Reference for FDA Library

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),
          Lfdobj=NULL, lambda=0)

REQUIRED ARGUMENTS:

argvals
a vector containing the argument values used in the smooth of the data.
basisfd
the basis object used in the smoothing of the data.

OPTIONAL ARGUMENTS:

wtvec
the weight vector, if any, that was used in the smoothing of the data.
Lfdobj
the linear differential operator object used to defining the roughness penalty employed in smoothing the data.
lambda
the smoothing parameter to be converted.

VALUE:

the equivalent degrees of freedom value.

SEE ALSO:

df2lambda