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.
bcv(a, phi, G, r = 2, ncomp, baseline, value = 0.1)
The baseline log cross-validation score.
the coefficient matrix of a functional data object obtained from the fda package.
a functional basis object associated to the coefficient matrix a
.
the Gramian matrix of inner products between pairs of basis elements in phi
.
a number indicating the order of the penalty.
number of principal components to compute.
a non-negative value (the penalty parameter).
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.
Marc Vidal, Ana Mª Aguilera
Vidal, M., Rosso, M. and Aguilera, A. M. (2021). Bi-Smoothed Functional Independent Component Analysis for EEG Artifact Removal. Mathematics 9(11) 1243.
pspline.kffobi