initial.sp {mgcv} | R Documentation |
Finds initial smoothing parameter guesses for multiple smoothing parameter estimation. The idea is to find values such that the estimated degrees of freedom per penalized parameter should be well away from 0 and 1 for each penalized parameter, thus ensuring that the values are in a region of parameter space where the smoothing parameter estimation criterion is varying substantially with smoothing parameter value.
initial.sp(X,S,off,expensive=FALSE,XX=FALSE)
X |
is the model matrix. |
S |
is a list of of penalty matrices. |
off |
is an array indicating the first parameter in the parameter vector that is
penalized by the penalty involving |
expensive |
if |
XX |
if |
Basically uses a crude approximation to the estimated degrees of freedom per model coefficient, to try and find smoothing parameters which bound these e.d.f.'s away from 0 and 1.
Usually only called by magic
and gam
.
An array of initial smoothing parameter estimates.
Simon N. Wood simon.wood@r-project.org