regfun_hess {incidental}R Documentation

Beta regularization function Hessian

Description

This function computes regularization penalty term Hessian based on the betas and differencing order.

Usage

regfun_hess(beta, regularization_order = 2)

Arguments

beta

spline parameter vector length num_params

regularization_order

An integer (typically 0, 1, 2), indicating differencing order for L2 regularization of spline parameters. Default is 2 for second derivative penalty.

Value

scalar regularization value


[Package incidental version 0.1 Index]