lambdachoice {ibr} | R Documentation |
Perform a search for the different bandwidths in the given grid. For each explanatory variable, the bandwidth is chosen such that the trace of the smoothing matrix according to that variable (effective degree of freedom) is equal to a given value. This function is not intended to be used directly.
lambdachoice(X,ddlobjectif,m=2,itermax)
X |
A matrix with n rows (individuals) and p columns (numeric variables) |
ddlobjectif |
A numeric vector of length 1 which indicates the desired effective degree of
freedom (trace) of the smoothing matrix for
thin plate splines of order m . |
m |
Order of thin plate splines. |
itermax |
A scalar which controls the number of iterations for that search |
Returns the coefficient lambda that control smoothness for the desired effective degree of freedom
Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober