eigen_dec: Eigen Decomposition of Penalization Matrix
In WH: Enhanced Implementation of Whittaker-Henderson Smoothing
eigen_dec R Documentation
Eigen Decomposition of Penalization Matrix
Description
Eigen Decomposition of Penalization Matrix
Usage
eigen_dec(n, q, p)
Arguments
n
Number of observations in the problem
q
Order of the penalization matrix
p
Number of eigenvectors to keep
Value
A list with components : - U a matrix whose columns are the
eigenvectors of the penalization matrix - s a vector containing the
eigenvalues sorted in ascending order
WH documentation built on Sept. 11, 2024, 9:12 p.m.
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| eigen_dec | R Documentation |
Eigen Decomposition of Penalization Matrix
Description
Eigen Decomposition of Penalization Matrix
Usage
eigen_dec(n, q, p)
Arguments
n |
Number of observations in the problem |
q |
Order of the penalization matrix |
p |
Number of eigenvectors to keep |
Value
A list with components : - U a matrix whose columns are the
eigenvectors of the penalization matrix - s a vector containing the
eigenvalues sorted in ascending order
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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