smooth.construct.peer.smooth.spec {refund} | R Documentation |
Basis constructor for PEER terms
Description
Smooth basis constructor to define structured penalties (Randolph et al., 2012) for smooth terms.
Usage
## S3 method for class 'peer.smooth.spec'
smooth.construct(object, data, knots)
Arguments
object |
a |
data |
a list containing the data (including any |
knots |
not used, but required by the generic |
Details
The smooth specification object, defined using s()
, should
contain an xt
element. xt
will be a list that contains
additional information needed to specify the penalty. The type of penalty
is indicated by xt$pentype
. There are four types of penalties
available:
-
xt$pentype=="RIDGE"
for a ridge penalty, the default -
xt$pentype=="D"
for a difference penalty. The order of the difference penalty is specified by them
argument ofs()
. -
xt$pentype=="DECOMP"
for a decomposition-based penalty,bP_Q + a(I-P_Q)
, whereP_Q = Q^t(QQ^t)^{-1}Q
. TheQ
matrix must be specified byxt$Q
, and the scalara
byxt$phia
. The number of columns ofQ
must be equal to the length of the data. Each row represents a basis function where the functional predictor is expected to lie, according to prior belief. -
xt$pentype=="USER"
for a user-specified penalty matrixL
, supplied byxt$L
.
Value
An object of class "peer.smooth"
. See
smooth.construct
for the elements that this object will
contain.
Author(s)
Madan Gopal Kundu mgkundu@iupui.edu and Jonathan Gellar
References
Randolph, T. W., Harezlak, J, and Feng, Z. (2012). Structured penalties for functional linear models - partially empirical eigenvectors for regression. Electronic Journal of Statistics, 6, 323-353.