WH (version 1.1.2)

WH_2d_fixed_lambda: 2D Whittaker-Henderson Smoothing (Maximum Likelihood, fixed lambda)

Description

2D Whittaker-Henderson Smoothing (Maximum Likelihood, fixed lambda)

Usage

WH_2d_fixed_lambda(
  d,
  ec,
  y,
  wt,
  lambda = c(1000, 1000),
  q = c(2, 2),
  p,
  reg = FALSE,
  verbose = FALSE,
  accu_dev = 1e-12
)

Value

An object of class "WH_2d" i.e. a list containing model fit, variance, residuals and degrees of freedom as well as diagnosis to asses the quality of the fit.

Arguments

y

Matrix of observations

wt

Optional matrix of weights

lambda

Vector of smoothing parameter

q

Matrix of orders of penalization. Polynoms of degrees q - 1 are considered smooth and are therefore unpenalized

p

The number of eigenvectors to keep on each dimension