wridge_solver {aspline} R Documentation

## Fit B-Splines with weighted penalization over differences of parameters

### Description

Fit B-Splines with weighted penalization over differences of parameters

### Usage

wridge_solver(
XX_band,
Xy,
degree,
pen,
w = rep(1, nrow(XX_band) - degree - 1),
old_par = rep(1, nrow(XX_band)),
maxiter = 1000,
tol = 1e-08
)


### Arguments

 XX_band The matrix X^T X where X is the design matrix. This argument is given in the form of a band matrix, i.e., successive columns represent superdiagonals. Xy The vector of currently estimated points X^T y, where y is the y-coordinate of the data. degree The degree of the B-splines. pen Positive penalty constant. w Vector of weights. The case \mathbf w = \mathbf 1 corresponds to fitting P-splines with difference #' order degree + 1 (see Eilers, P., Marx, B. (1996) Flexible smoothing with B-splines and penalties.) old_par Initial parameter to serve as starting point of the iterating process. maxiter Maximum number of Newton-Raphson iterations to be computed. tol The tolerance chosen to diagnostic convergence of the adaptive ridge procedure.

### Value

The estimated parameter of the spline regression.

[Package aspline version 0.2.0 Index]