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2004 Nov 08
1
how lambda is computed in smoot.spline given _df_
...e mail) given _df_ . Unfortunately the documentation is not clear to me. Maybee someone can help to answer in my view the basic question: If the penalized log likelihood is L = (y - f)' W (y - f) + lambda c' Sigma c how the _lambda_ in the above equation is computed if _df_ is given and _spar_ not? And, Is there a way to define lambda directly? Yours. /E Hi, I am usign the smooth.spline function. I am not sure how the _df_ (degrees of freedom) parameter, if set, influences _lambda_ in eq: L = (y - f)' W (y - f) + lambda c' Sigma c Is _df_ substituting tr(Sigma), if def...