make_hat_mats function

Create a List of Hat Matrices

This function creates a list of hat matrices and the corresponding parameters. It is used in online() to create the hat matrices for penalized smoothing.

make_hat_mats(
  x,
  n = length(x),
  mu = 0.5,
  sigma = 1,
  nonc = 0,
  tailw = 1,
  deg = 1,
  ndiff = 1.5,
  lambda = -Inf,
  periodic = FALSE,
  idx = NULL,
  params = NULL
)

Arguments

• x: The predictor variable
• n: Number of knots
• mu: Beta distribution location parameter
• sigma: Beta distribution scale parameter
• nonc: Beta distribution noncentrality parameter
• tailw: Tailweight
• deg: Degree of splines
• ndiff: Sets the degree of the differencing matrix for creating the penalty
• lambda: Penalty parameter (higher values lead to higher penalty)
• periodic: Create periodic penalty
• idx: make_hat_mats() will create a grid containing all combinations of the parameters. If idx is set, this grid will be subsetted to the rows specified by idx.
• params: Instead of the arguments above, a grid (data.frame or named matrix) of parameters can be passed directly.