WH_2d_fixed_lambda {WH} | R Documentation |
2D Whittaker-Henderson Smoothing (Maximum Likelihood, fixed lambda)
WH_2d_fixed_lambda(
d,
ec,
y,
wt,
lambda = c(1000, 1000),
q = c(2, 2),
p,
reg = FALSE,
verbose = FALSE,
accu_dev = 1e-12
)
y |
Matrix of observations |
wt |
Optional matrix of weights |
lambda |
Vector of smoothing parameter |
q |
Matrix of orders of penalization. Polynoms of degrees q - 1 are considered smooth and are therefore unpenalized |
p |
The number of eigenvectors to keep on each dimension |
An object of class "WH_2d"
i.e. a list containing model fit,
variance, residuals and degrees of freedom as well as diagnosis to asses
the quality of the fit.