smooth.construct.peer.smooth.spec: Basis constructor for PEER terms

Description

Smooth basis constructor to define structured penalties (Randolph et al., 2012) for smooth terms.

Usage

## S3 method for class 'peer.smooth.spec':
smooth.construct(object, data, knots)

Arguments

object

a peer.smooth.spec object, usually generated by a term s(x, bs="peer"); see Details.

data

a list containing the data (including any by variable) required by this term, with names corresponding to object$term (and object$by). Only the first element of this list is used.

knots

not used, but required by the generic smooth.construct.

Value

An object of class "peer.smooth". See smooth.construct for the elements that this object will contain.

Details

The smooth specification object, defined using s(), should contain an xt element. xt will be a list that contains additional information needed to specify the penalty. The type of penalty is indicated by xt$pentype. There are four types of penalties available:

xt$pentype=="RIDGE"for a ridge penalty, the default
xt$pentype=="D"for a difference penalty. The order of the difference penalty is specified by themargument ofs().
xt$pentype=="DECOMP"for a decomposition-based penalty,$bP_Q + a(I-P_Q)$, where$P_Q = Q^t(QQ^t)^{-1}Q$. The$Q$matrix must be specified byxt$Q, and the scalar$a$byxt$phia. The number of columns ofQmust be equal to the length of the data. Each row represents a basis function where the functional predictor is expected to lie, according to prior belief.
xt$pentype=="USER"for a user-specified penalty matrix$L$, supplied byxt$L.

References