SecondDerivativePenalty: A Roughness Penalty Based on the Squared Second Derivative
Description
A roughness penalty function based on squared second derivatives
evaluated numerically. This is a possible template function for
other types of penalties.
Usage
SecondDerivativePenalty(xgrid, a)
Arguments
xgrid
vector of length m, must be increasing
a
a function of one numeric variable
Value
a vector of second derivatives evaluated at the points of xgrid