lambdachoice {ibr}R Documentation

Choice of bandwidth according to a given effective degree of freedom

Description

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.

Usage

lambdachoice(X,ddlobjectif,m=2,itermax)

Arguments

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

Value

Returns the coefficient lambda that control smoothness for the desired effective degree of freedom

Author(s)

Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober

See Also

ibr


[Package ibr version 1.2 Index]