Convert Degrees of Freedom to Smoothing Parameter
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)
REQUIRED ARGUMENTS:
- argvals
-
Argument values associated with the values to be smoothed.
- basisobj
-
A basis object.
OPTIONAL ARGUMENTS:
- 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.
VALUE:
The equivalent smoothing parameter value.
DETAILS:
The conversion requires a one-dimensional optimization and may be
therefore computationally intensive.
REFERENCES: