make_hat_mats {profoc}

Create a List of Hat Matrices

Description

This function creates a list of hat matrices and the corresponding parameters. It is used in online() to create the hat matrices for penalized smoothing.

Usage

make_hat_mats(
  x,
  n = length(x),
  mu = 0.5,
  sigma = 1,
  nonc = 0,
  tailw = 1,
  deg = 1,
  ndiff = 1.5,
  lambda = -Inf,
  periodic = FALSE,
  idx = NULL,
  params = NULL
)

Arguments

x

The predictor variable

n

Number of knots

mu

Beta distribution location parameter

sigma

Beta distribution scale parameter

nonc

Beta distribution noncentrality parameter

tailw

Tailweight

deg

Degree of splines

ndiff

Sets the degree of the differencing matrix for creating the penalty

lambda

Penalty parameter (higher values lead to higher penalty)

periodic

Create periodic penalty

idx

make_hat_mats() will create a grid containing all combinations of the parameters. If idx is set, this grid will be subsetted to the rows specified by idx.

params

Instead of the arguments above, a grid (data.frame or named matrix) of parameters can be passed directly.