regularization: Find optimal regularization parameter

Description Usage Arguments Details Value Author(s)

View source: R/tikhonov.R

Description

Find optimal regularization parameter

Usage

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regularization(
  b,
  A,
  beta,
  edf,
  lambda,
  z,
  method = c("lcurve", "gcv", "aic"),
  plot = TRUE,
  log = TRUE,
  verbose = FALSE
)

Arguments

b

the b vector of the system: Ax = b.

A

the A matrix of the system: Ax = b.

beta

regression coefficients.

edf

effective degrees of freedom.

lambda

grid of penalty values.

z

intermediate matrix for L-curvature calculation.

method

Either the L-curve, GCV or AIC.

plot

Plot TRUE/FALSE.

log

Plot on log-scale TRUE/FALSE.

verbose

Verbose TRUE/FALSE

Details

details follow.

Value

generates optionally figure and returns the index for the optimal penalty value.

Author(s)

Maarten van Iterson


Rommelio-coli/SSPA documentation built on Dec. 18, 2021, 11 a.m.