tikhonov: Tikhonov regularization

Description Usage Arguments Details Value Author(s)

View source: R/tikhonov.R

Description

Tikhonov regularization.

Usage

1
tikhonov(b, A, lambda, penalty = 0)

Arguments

b

the b vector of the system: Ax = b.

A

the A matrix of the system: Ax = b.

lambda

grid of values for the penalty.

penalty

penalty either 0 = ridge, 1 = first order differences or 2 = second order differences.

Details

details follow.

Value

regression coefficients, effective degrees of freedom, intermediate matrix for L-curvature calculation.

Author(s)

Maarten van Iterson


SSPA documentation built on Nov. 8, 2020, 5:50 p.m.