The best reference I know for this is something I wrote with Jim
Ramsay and Giles Hooker: Functional Data Analysis with R and Matlab
(Springer, 2009). Others may have better material.
After "install.packages('fda')", I suggest you try
"system.file('scripts', package='fda')", as suggested in the Preface.
This will point you the a subdirectory of your local installation of
"fda" that contains files with names like "fdarm-ch01.R",
"fdarm-ch02.R", ..., "fdarm-ch11.R". You will likely be most interested
Figure 9.4, sections 9.4.2 and 9.4.3, script "fdarm-ch09.R". The script
by itself may answer your question. If not, you may wish to consult the
book.
Hope this helps.
Spencer Graves
hm567 wrote:
hm567 wrote:
I am unsure about spar being the smoothness parameter, about where to put
the standard errors of the points, and about the return of the
smooth.spline function:
Smoothing Parameter spar= 0.5 lambda= 0.006833112
best regards,
Basically, the implementation based on the attached paper, for a standard
error of points =1.0,
the smoothing is too insensitive to the lambda smoothness parameter.
>From 1 to almost 0.01, there is almost no smoothing... Only from 0.01 to 0
does one start to see smoothing in action with the limit at 0 being a
straight line.
Note that this implementation's parameter is (1 - parameter)
With R smooth.spline, 'spar' reflects well the smoothness in that:
. at 0%, the spline interpolates
. at 40% already, its shape is very different from the 0% one ( for my
implementation, they are still same )
. at 90% it is almost a straight line
. at 100% it is definitely a straight line
This is the behavior that I wish to have.
It seems I need to change my lambda with some transformation that is similar
to the one in the doc of smooth.spline (spar to lambda). Perhaps the
reverse one. But I can't see how to do it.
The other question is the standard errors. What do they correspond to in the
doc of smooth.spline?
Regards,
--
Spencer Graves, PE, PhD
President and Chief Operating Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San José, CA 95126
ph: 408-655-4567
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
