Dear Friends,
The  smooth.spline implemented in R is to minimize the sum: 
                   sum[ y(i) -g(i) ]^2/n  + lamda * integral [g''(x)]^2
and the lamda is a funtion of spar.
But in the text book "Nonparametric Regression and Generalized Linear 
Models, A roughness penalty approach",  the penalized sum  is :
                  sum[y(i) - g(i)]^2 + alpha *integral[g''(x)]^2 . From 
the equations alone, one may think that the alpha should be equal to 
lamda* n. But , it is not the case.
Is there anybody know  the relationship among the alpha, lamda and the 
spar ?
Also, in the subroutine sgram(), only the upper four diagonals are 
computed for sgm[0-3](nb). Why don't compute all of them ? Will there 
any errors be incurred  due to this?
Thanks a lot.
Chuanjun

Alec Stephenson wrote:

>See Programmer's Niche in Volume 1/1 of R News
>
>
>Alec Stephenson                                               
>Department of Statistics
>Macquarie University
>NSW 2109, Australia 
>
>  
>
>>>><maj@stats.waikato.ac.nz> 08/01/04 09:40am >>>
>>>>        
>>>>
>How best may I form a list containing all choose(n,k) k-element subsets
>of
>a vector x of length n? (and for subsequences?)
>
>Murray Jorgensen
>
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