Function to compute an L1 spline, by use of the continuation method. Fitting variance, allowing for dynamical change.
1 2 | L1splineSD(x, t, y, gfun, t0 = Inf, div = 10, lambda = 1e-04,
niter = 200, stopiter = 1e-10, ...)
|
x |
Numeric value(s) to evaluate the spline in. |
t |
Numeric vector of measurement times. |
y |
Numeric vector of values to be fitted. |
gfun |
Choice of Greens function (choose from G1-G10). |
t0 |
Anchor points for changing kappa. Per default set a division of [0,1] based on the number of observations. |
div |
Integer determining where to put boundary knots. |
lambda |
Smoothness parameter. |
niter |
Number of iterations. |
stopiter |
Stopping criterion. |
sigma |
Variance, per default set to srqt(2). Effect translated into lambda. |
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