tikhonov {SSPA} | R Documentation |
Tikhonov regularization.
tikhonov(b, A, lambda, penalty = 0)
b |
the b vector of the system: Ax = b. |
A |
the A matrix of the system: Ax = b. |
lambda |
grid of values for the penalty. |
penalty |
penalty either 0 = ridge, 1 = first order differences or 2 = second order differences. |
details follow.
regression coefficients, effective degrees of freedom, intermediate matrix for L-curvature calculation.
Maarten van Iterson