D.m {pendensity} | R Documentation |
calculating the penalty matrix depending on the number of covariates 'p', the order of differences to be penalized 'm', the corresponding difference matrix 'L' of order 'm', the covariate matrix 'Z', the number of observations 'n' and the number of knots 'K'.
D.m(penden.env)
penden.env |
Containing all information, environment of pendensity() |
The penalty matrix is calculated as
D_m=(L^T otimes I_p) (I_{K-m} otimes frac{Z^T Z}{n}) (L otimes I_p)
The needed values are saved in the environment.
Returning the penalty matrix.
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
Penalized Density Estimation, Kauermann G. and Schellhase C. (2009), to appear.