flowfield (version 1.0)

smoothp: smoothp

Description

Determines the smoothing paramter in the penalized spline regression.

Usage

smoothp(t, y, x, d)

Arguments

t

Time series observation times.

y

Time series response values.

x

Design matrix from the penalized spline regression.

d

Diagonal matrix used to constrain the linear model. This is a type of Ridge regression.

Value

Returns the smoothing parameter lambda for the penalized spline regression.

References

D. Ruppert, M. P. Wand and R. J. Carroll, Semiparametric Regression. New York, NY: Cambidge University Press, 2003.