GetDoF.HierBasis: Extract Degrees of Freedom
In asadharis/HierBasis: Nonparametric Regression and Sparse Additive Modeling

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/hier_basis.R

Extract Degrees of Freedom

1	GetDoF.HierBasis(object)

object

An object of class HierBasis

dof

A vector of degrees of freedom for the sequence of lambda values used for the fitted HierBasis model.

Asad Haris (aharis@uw.edu), Ali Shojaie and Noah Simon

Haris, A., Shojaie, A. and Simon, N. (2018). Nonparametric Regression with Adaptive Smoothness via a Convex Hierarchical Penalty. Available on request by authors.

HierBasis, predict.HierBasis

require(Matrix)

set.seed(1)

# Generate the points x.
n <- 300
x <- (1:300)/300

# A simple quadratic function.
y1 <- 5 * (x - 0.5)^2
y1dat <- y1 + rnorm(n, sd = 0.1)

poly.fit <- HierBasis(x, y1dat)
dof <- GetDoF.HierBasis(poly.fit)


ind <- which.min(abs(dof - 3))[1]
plot(x, y1dat, type = "p", ylab = "y1")
lines(x, y1, lwd = 2)
lines(x, poly.fit$fitted.values[, ind], col = "red", lwd = 2)