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