band_weight: Create the penalty matrix

In aspline: Spline Regression with Adaptive Knot Selection

Create the penalty matrix

Description

Create the penalty matrix

Usage

band_weight(w, diff)

Arguments

w	Vector of weights
diff	Order of the differences to be applied to the parameters. Must be a strictly positive integer

Value

Weighted penalty matrix D^T diag(w) D where D <- diff(diag(length(w) + diff), differences = diff). Only the non-null superdiagonals of the weight matrix are returned, each column corresponding to a diagonal.

aspline documentation built on June 9, 2022, 9:05 a.m.