lambdachoice: Choice of bandwidth according to a given effective degree of freedom
Description
Perform a search for the different bandwidths in the given grid. For each explanatory
variable, the bandwidth is chosen such that the trace of the smoothing
matrix according to that variable (effective degree of freedom) is equal to a given value.
This function is not intended to be used directly.Usage
lambdachoice(X,ddlobjectif,m=2,itermax)
Value
Returns the coefficient lambda that control smoothness for the desired
effective degree of freedom