This function creates a list of hat matrices and the corresponding
parameters. It is used in online() to create the hat matrices
for penalized smoothing.
Usage
make_hat_mats(
x,
n = length(x),
mu = 0.5,
sigma = 1,
nonc = 0,
tailw = 1,
deg = 1,
ndiff = 1.5,
lambda = -Inf,
periodic = FALSE,
idx = NULL,
params = NULL
)Arguments
- x
The predictor variable
- n
Number of knots
- mu
Beta distribution location parameter
- sigma
Beta distribution scale parameter
- nonc
Beta distribution noncentrality parameter
- tailw
Tailweight
- deg
Degree of splines
- ndiff
Sets the degree of the differencing matrix for creating the penalty
- lambda
Penalty parameter (higher values lead to higher penalty)
- periodic
Create periodic penalty
- idx
make_hat_mats()will create a grid containing all combinations of the parameters. If idx is set, this grid will be subsetted to the rows specified by idx.- params
Instead of the arguments above, a grid (data.frame or named matrix) of parameters can be passed directly.