Usage
dsidr(y, q, s=NULL, weight=NULL, vmu="v", varht=NULL,
limnla=c(-10, 3), job=-1, tol=0)
Arguments
y
a numerical vector representing the response.
q
a square matrix of the same order as the length of y, with elements equal to the reproducing kernel evaluated at the design points.
s
the design matrix of the null space $H_0$ of size (length(y),dim($H_0$)),
with elements equal to the bases of $H_0$ evaluated at design points. Default is NULL, representing an empty NULL space.
weight
A weight matrix for penalized weighted least-square: $(y-f)'W(y-f)+n\lambda J(f)$. Default is NULL for iid random errors.
vmu
a character string specifying a method for choosing the smoothing parameter. "v", "m" and "u" represent GCV, GML and UBR respectively.
"u$\sim$", only used for non-Gaussian family, specifies UBR with estimated variance. Default is "v".
varht
needed only when vmu="u", which gives the fixed variance in calculation of the UBR function. Default is NULL.
limnla
a vector of length 2, specifying a search range for the n times smoothing parameter on $log10$ scale. Default is $(-10, 3)$.
job
an integer representing the optimization method used to find the smoothing parameter.
The options are job=-1: golden-section search on (limnla(1), limnla(2));
job=0: golden-section search with interval specified automatically;
job >0: regular grid sea
tol
tolerance for truncation used in `dsidr'. Default is 0.0, which sets to square of machine precision.