# A toy example to illustrate univariate smoothing with automatic lambda selection n <- 2000 x <- 1:n/n noise <- rgamma(n,3,1) g0 <- function(x) sin(10*x) y <- g0(x)+noise arqss <- function(x,y,tau,g0 = NULL){ g <- function(lam,y,x,tau) AIC(rqss(y ~ qss(x, lambda = lam),tau = tau),k = -1) lamstar <- optimize(g, interval = c(0.01, .5), x = x, y = y, tau = tau) f <- rqss(y ~ qss(x, lambda = lamstar$min)) plot(f) lines(x,g0(x)+qgamma(tau,3,1),col = "red") text(.7,2,paste("lambda = ", round(lamstar$min,3))) } arqss(x,y,.5,g0)