dfToLambda: dfToLambda

In ZijunGao/LinCDE: Conditional Density Estimation via Lindsey's Method and Boosting

dfToLambda

Description

This function computes the regularization parameter corresponding to the given degrees of freedom.

Usage

dfToLambda(z, counts, splineDf, df, numberBin, penalty = NULL)

Arguments

z	sufficient statistics matrix, of dimension numberBin x splineDf.
counts	vector indicating the number of responses in each bin, of length numberBin.
splineDf	the number of sufficient statistics.
df	degrees of freedom.
numberBin	the number of bins for response discretization.
penalty	separate penalty factors applied to each coefficient, of length splineDf.

Value

The function returns the regularization parameter corresponding to the desired degrees of freedom.

ZijunGao/LinCDE documentation built on Jan. 2, 2023, 11:14 p.m.