A Roughness Penalty Based on the Squared Second Derivative

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Description

A roughness penalty function based on squared second derivatives evaluated numerically. This is a possible template function for other types of penalties.

Usage

1

Arguments

xgrid

vector of length m, must be increasing

a

a function of one numeric variable

Value

a vector of second derivatives evaluated at the points of xgrid

Author(s)

W.J. Braun