smooth.construct.pss.smooth.spec: P-spline constructor with modified 'shrinkage' penalty
Description
Construct a B-spline basis with a modified difference penalty
of full rank (i.e., that also penalizes low-order polynomials).Usage
## S3 method for class 'pss.smooth.spec':
smooth.construct(object, data, knots)
Arguments
object
see smooth.construct. The shrinkage factor can be speficied via object$xt$shrink Details
This penalty-basis combination is useful to avoid non-identifiability issues for ff terms.
See 'ts' or 'cs' in smooth.terms
for similar "shrinkage penalties" for thin plate and cubic regression splines.
The basic idea is to replace the k-th zero eigenvalue of the original penalty by
$s^k \nu_m$, where $s$ is the shrinkage factor (defaults to 0.1)
and $\nu_m$ is the smallest non-zero eigenvalue. See reference for the
original idea, implementation follows that in the 'ts' and 'cs' constructors
(see smooth.terms).References
Marra, G., & Wood, S. N. (2011). Practical variable selection for generalized additive models.
Computational Statistics & Data Analysis, 55(7), 2372-2387.