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pfica (version 0.1.2)

bcv: Compute baseline cross-validation criterion (P-spline version)

Description

The generalized cross-validation method is adapted for B-spline representations with large number of knots to select the penalty parameter in pspline.kffobi. This function computes the log cross-validation score for a given penalty parameter.

Usage

bcv(a, phi, G, r = 2, ncomp, baseline, value = 0.1)

Value

The baseline log cross-validation score.

Arguments

a

the coefficient matrix of a functional data object obtained from the fda package.

phi

a functional basis object associated to the coefficient matrix a.

G

the Gramian matrix of inner products between pairs of basis elements in phi.

r

a number indicating the order of the penalty.

ncomp

number of principal components to compute.

baseline

a non-negative value (the penalty parameter).

value

a number that slightly increases the baseline penalty parameter. This value may automatically change depending on the range of baseline. The default is set to 0.1.

Author

Marc Vidal, Ana Mª Aguilera

References

Vidal, M., Rosso, M. and Aguilera, A. M. (2021). Bi-Smoothed Functional Independent Component Analysis for EEG Artifact Removal. Mathematics 9(11) 1243.

See Also

pspline.kffobi