Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

smooth.construct.pss.smooth.spec

P-spline constructor with modified 'shrinkage' penalty


Description

Construct a B-spline basis with a modified difference penalty of full rank (i.e., that also penalizes low-order polynomials).

Usage

## S3 method for class 'pss.smooth.spec'
smooth.construct(object, data, knots)

Arguments

object

see smooth.construct. The shrinkage factor can be specified via object$xt$shrink

data

see smooth.construct.

knots

see smooth.construct.

Details

This penalty-basis combination is useful to avoid non-identifiability issues for ff terms. See 'ts' or 'cs' in smooth.terms for similar "shrinkage penalties" for thin plate and cubic regression splines. The basic idea is to replace the k-th zero eigenvalue of the original penalty by s^k ν_m, where s is the shrinkage factor (defaults to 0.1) and ν_m is the smallest non-zero eigenvalue. See reference for the original idea, implementation follows that in the 'ts' and 'cs' constructors (see smooth.terms).

Author(s)

Fabian Scheipl; adapted from 'ts' and 'cs' constructors by S.N. Wood.

References

Marra, G., & Wood, S. N. (2011). Practical variable selection for generalized additive models. Computational Statistics & Data Analysis, 55(7), 2372-2387.


refund

Regression with Functional Data

v0.1-23
GPL (>= 2)
Authors
Jeff Goldsmith [aut], Fabian Scheipl [aut], Lei Huang [aut], Julia Wrobel [aut, cre], Chongzhi Di [aut], Jonathan Gellar [aut], Jaroslaw Harezlak [aut], Mathew W. McLean [aut], Bruce Swihart [aut], Luo Xiao [aut], Ciprian Crainiceanu [aut], Philip T. Reiss [aut], Yakuan Chen [ctb], Sonja Greven [ctb], Lan Huo [ctb], Madan Gopal Kundu [ctb], So Young Park [ctb], David L. Miller [ctb], Ana-Maria Staicu [ctb]
Initial release
2020-12-03

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.