PlotPostDensity: Plot Posterior Density for Smoothing Parameter in PSpline

In nclJoshCowley/PSplinesR: P-Splines in R

Description

Plots the posterior density (to be used with MAP) when a natural cubic spline and second order differencing matrix approximation is used.

Usage

PlotPostDensity(x, y, a, b, Lambdas, PriorDens, add = F, ...)

Arguments

x	Data points to be used as knots.
y	Vector of observations.
a	Prior information related to normal-inverse gamma distribution.
b	Prior information related to normal-inverse gamma distribution.
Lambdas	Range of smoothing parameters to plot / scan.
PriorDens	Prior density of penalisation parameter.
add	Logical. If true, plot is added to currently open graphical space.
...	Optional graphical parameters.

Value

Value of smoothing parameter that reuturned minimal density.

nclJoshCowley/PSplinesR documentation built on Nov. 19, 2019, 10:29 a.m.