calcTrAFast: Calculates the trace of the hat matrix as C version
In kernDeepStackNet: Kernel Deep Stacking Networks

Description Usage Arguments Details 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 an internal measure of model complexity.

1	calcTrAFast(X, w, lambda=0)

`X`	Design matrix of the covariates.
`w`	Diagonal weight matrix of the pseudo iterated least squares algorithm. See function `calcWdiag`.
`lambda`	Regularization parameter of kernel ridge regression. Default is 0 (numeric scalar).

This function is a more computational efficient version of calcTrA. The general algorithm is simplified, requires less memory and is faster. Therefore it is better suited for data sets above 1000 observations.

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

varMu, gDerivMu

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