lambda: Penalty Parameter Selector
Description
Data-driven selector of the penalty parameter, given a bandwidth.
Usage
lambda(x, y, h, d, xgrid, A, B, niterations=2)
Arguments
x
numeric vector of predictor observations
y
numeric vector of observed responses
d
numeric degree of local polynomial regression
xgrid
numeric vector of grid points where regression function is to be evaluated
A
numeric matrix, Smoother matrix
B
numeric matrix, based on penalty
niterations
number of iterations
Value
a numeric vector of smoothing parameters, corresponding to successive iterates