Vector Smoothing Spline
Fit a smoothing spline to a matrix of responses, single x.
mspline(x, y, w, df = 5, lambda, thresh = 1e-04, ...)
x |
x variable (numeric vector). |
y |
response matrix. |
w |
optional weight vector, defaults to a vector of ones. |
df |
requested degrees of freedom, as in |
lambda |
can provide penalty instead of df. |
thresh |
convergence threshold for df inversion (to lambda). |
... |
holdall for other arguments. |
This function is based on the ingredients of smooth.spline,
and allows for simultaneous smoothing of multiple responses
A list is returned, with a number of components, only some of which are of interest. These are
lambda |
The value of lambda used (in case df was supplied) |
df |
The df used (in case lambda was supplied) |
s |
A matrix like |
lev |
Self influences (diagonal of smoother matrix) |
Trevor Hastie
x=rnorm(100) y=matrix(rnorm(100*10),100,10) fit=mspline(x,y,df=5)
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