initial.sp               package:mgcv               R Documentation

_S_t_a_r_t_i_n_g _v_a_l_u_e_s _f_o_r _m_u_l_t_i_p_l_e _s_m_o_o_t_h_i_n_g _p_a_r_a_m_e_t_e_r _e_s_t_i_m_a_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     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.

_U_s_a_g_e:

     initial.sp(X,S,off,expensive=FALSE)

_A_r_g_u_m_e_n_t_s:

       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]]'.

expensive: if 'TRUE' then the overall amount of smoothing is adjusted
          so that the average degrees of freedom per penalized
          parameter is exactly 0.5: this is numerically costly. 

_D_e_t_a_i_l_s:

     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.

     Usually only called by 'magic' and 'gam'.

_V_a_l_u_e:

     An array of initial smoothing parameter estimates.

_A_u_t_h_o_r(_s):

     Simon N. Wood simon.wood@r-project.org

_S_e_e _A_l_s_o:

     'magic', 'gam.outer', 'gam',

