smooth.construct.fdl.smooth.spec: New basis for penalized lag selection

View source: R/penalized-lag-lead.R

smooth.construct.fdl.smooth.specR Documentation

New basis for penalized lag selection

Description

Originally proposed in Obermeier et al., 2015, Flexible Distributed Lags for Modelling Earthquake Data, Journal of the Royal Statistical Society: Series C (Applied Statistics), 10.1111/rssc.12077. Here extended in order to penalize lead times in addition to lag times. Ideally the lag-lead window would then be selected in a data-driven fashion. Treat as experimental.

Usage

## S3 method for class 'fdl.smooth.spec'
smooth.construct(object, data, knots)

Arguments

object

An object handled by mgcv

data

The data set

knots

A vector of knots


pammtools documentation built on April 3, 2025, 5:25 p.m.