penmat-methods: Calculating the Basis Penalty Matrix

In yixuan/fdaplus: Enhancement of the 'fda' package for functional data analysis

Description

This function calculates the penalty matrix R of a basis object (for example of class bspline+ or fourier+). The element R[i, j] is equal to the inner product of f_i^(k) and f_j^(k), where f_i^(k) is the k-th derivative of the i-th basis.

Usage

penmat(basis, penalty, ...)

## S4 method for signature ''fourier+',numeric'
penmat(basis, penalty, ...)

## S4 method for signature ''bspline+',numeric'
penmat(basis, penalty, ...)

Arguments

basis	An object inherited from basis+. Can be of class bspline+ or fourier+.
penalty	An integer giving the order of derivative.
...	Currently unused.

Value

A symmetric non-negative definite penalty matrix.

Author(s)

Yixuan Qiu <http://statr.me/>

yixuan/fdaplus documentation built on May 4, 2019, 5:29 p.m.