calcTrA: Calculates the trace of the hat matrix

Description Usage Arguments Value Note Author(s) References See Also

Description

The trace of the hat matrix corresponds to the effective degrees of freedom (edf) of a generalized additive model. The edf is used as an internal measure of model complexity.

Usage

1
calcTrA(W, X, lambda=0)

Arguments

W

Weight matrix of the pseudo iterated least squares algorithm. See function calcWdiag

X

Design matrix of the covariates.

lambda

Regularization parameter of kernel ridge regression.

Value

Effective degrees of freedom of a generalized additive model with regularization (numeric scalar).

Note

This function is not intended to be called directly by the user. Should only be used by experienced users, who want to customize the model.

Author(s)

Thomas Welchowski welchow@imbie.meb.uni-bonn.de

References

Simon N. Wood, (2006), Generalized Additive Models: An Introduction with R, Taylor \& Francis Group LLC

See Also

varMu, calcWdiag, gDerivMu


kernDeepStackNet documentation built on May 2, 2019, 8:16 a.m.