initial.sp {mgcv}R Documentation

Starting values for multiple smoothing parameter estimation.


Finds initial smoothing parameter guesses for multiple smoothing parameter estimation. The idea is to find values such that the estimated degrees of freedom per penalized parameter should be well away from 0 and 1 for each penalized parameter, thus ensuring that the values are in a region of parameter space where the smoothing parameter estimation criterion is varying substantially with smoothing parameter value.




X is the model matrix.
S is a list of of penalty matrices. S[[i]] is the ith penalty matrix, but note that it is not stored as a full matrix, but rather as the smallest square matrix including all the non-zero elements of the penalty matrix. Element 1,1 of S[[i]] occupies element off[i], off[i] of the ith penalty matrix. Each S[[i]] must be positive semi-definite.
off is an array indicating the first parameter in the parameter vector that is penalized by the penalty involving S[[i]].


Basically uses a crude approximation to the estimated degrees of freedom per model coefficient, to try and find smoothing parameters which bound these e.d.f.'s away from 0 and 1.

Usally only called by magic and gam.


An array of initial smoothing parameter estimates.


Simon N. Wood

See Also

magic, gam.outer, gam,

[Package mgcv version 1.2-3 Index]