[R] lev in smooth.spline

Prof Brian D Ripley ripley at stats.ox.ac.uk
Fri May 12 13:43:21 CEST 2000


On Fri, 12 May 2000, Damien BERLEMONT wrote:

> ** High Priority **
> 
> Dear R users,
> 
> I am new in the cubic smoothing spline issues, consequently my question 
is about the smooth.spline function in the modreg package : 
I would like to know if the value of *$lev is the eigen decomposition 
of the smoother matrix or only the diagonal values of the smoother matrix ? 
If second choice, how can I have the smoother matrix S defined by : 
fitted vector = S %*% vector to be smoothed ?
> 
> Thanks in advance for all R users that could answer me

You could answer it for yourself by looking at the help page(!):

     lev: leverages, the diagonal values of the smoother matrix.

or at the code.  You can of course find the smoother matrix by predicting
some basis vectors, the absolutely standard technique in the smoothing
field.


> Damien Berlemont
> Student in statistics in the University of Paris-X
> Damien.Berlemont at ccf.fr
> 
[ Nonsense about `This message is strictly confidential' deleted. ]



-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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