dlmxOpt: Fit model by minimizing RSS + pen * length of fitted curve.

In hojsgaard/dlmextra: Extra functionality to the dlm package

Description

Fit model by minimizing RSS + pen * length of fitted curve.

Not many details for now

Usage

dlmxOpt(y, parm, build, pen, method = "L-BFGS-B", ...)

Arguments

y	Data
parm	Intial value for parameter
build	Build function
pen	Penalty for length of fitted curve
method	Method used by optim
...	Parameters passed on to build and optim

Value

The result of calling optim padded with y and the fitted model object.

Author(s)

Søren Højsgaard

hojsgaard/dlmextra documentation built on Dec. 3, 2020, 12:39 p.m.