wridge_solver | R Documentation |
Fit B-Splines with weighted penalization over differences of parameters
wridge_solver( XX_band, Xy, degree, pen, w = rep(1, nrow(XX_band) - degree - 1), old_par = rep(1, nrow(XX_band)), maxiter = 1000, tol = 1e-08 )
XX_band |
The matrix X^T X where |
Xy |
The vector of currently estimated points X^T y, where |
degree |
The degree of the B-splines. |
pen |
Positive penalty constant. |
w |
Vector of weights. The case \mathbf w = \mathbf 1 corresponds to fitting P-splines with difference #' order |
old_par |
Initial parameter to serve as starting point of the iterating process. |
maxiter |
Maximum number of Newton-Raphson iterations to be computed. |
tol |
The tolerance chosen to diagnostic convergence of the adaptive ridge procedure. |
The estimated parameter of the spline regression.
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