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

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

View source: R/hier_basis_additive.R

Degrees of Freedom for Additive HierBasis

1	GetDoF.addHierBasis(object)

object

An object of class addHierBasis.

A numeric vector of degrees of freedom for the sequence of lambda values

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.

AdditiveHierBasis

library(HierBasis)
require(Matrix)

set.seed(1)

# Generate the points x.
n <- 100
p <- 30

x <- matrix(rnorm(n*p), ncol = p)

# A simple model with 3 non-zero functions.
y <- rnorm(n, sd = 0.1) + sin(x[, 1]) + x[, 2] + (x[, 3])^3

mod <- AdditiveHierBasis(x, y, nbasis = 50, max.lambda = 30,
                         beta.mat = NULL,
                         nlam = 50, alpha = 0.5,
                         lam.min.ratio = 1e-4, m.const = 3,
                         max.iter = 300, tol = 1e-4)
df <- GetDoF.addHierBasis(mod)