Description Usage Arguments Value Note Author(s) References See Also
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.
1 | calcTrA(W, X, lambda=0)
|
W |
Weight matrix of the pseudo iterated least squares algorithm. See function |
X |
Design matrix of the covariates. |
lambda |
Regularization parameter of kernel ridge regression. |
Effective degrees of freedom of a generalized additive model with regularization (numeric scalar).
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.
Thomas Welchowski welchow@imbie.meb.uni-bonn.de
Simon N. Wood, (2006), Generalized Additive Models: An Introduction with R, Taylor \& Francis Group LLC
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