regfun_hess: Beta regularization function Hessian

In incidental: Implements Empirical Bayes Incidence Curves

Description

This function computes regularization penalty term Hessian based on the betas and differencing order.

Usage

regfun_hess(beta, regularization_order = 2)

Arguments

beta	spline parameter vector length num_params
regularization_order	An integer (typically 0, 1, 2), indicating differencing order for L2 regularization of spline parameters. Default is 2 for second derivative penalty.

Value

scalar regularization value

incidental documentation built on Sept. 16, 2020, 5:07 p.m.