https://github.com/cran/fields
Tip revision: 6769ffc81115fbf0bf7d9c566cf7ac81be0049dc authored by Doug Nychka on 25 July 2005, 00:00:00 UTC
version 3.04
version 3.04
Tip revision: 6769ffc
sreg.df.to.lambda.r
"sreg.df.to.lambda" <-
function(df, x, wt, guess = 1, tol = 1.0000000000000001e-05)
{
if(is.na(df))
return(NA)
n <- length(unique(x))
info <- list(x = x, wt = wt, df = df)
if(df > n) {
warning(" df too large to match a lambda value")
return(NA)
}
h1 <- log(guess)
########## find upper lambda
for(k in 1:25) {
tr <- sreg.trace(h1, info)
if(tr <= df)
break
h1 <- h1 + 1.5
}
########## find lower lambda
##########
h2 <- log(guess)
for(k in 1:25) {
tr <- sreg.trace(h2, info)
if(tr >= df)
break
h2 <- h2 - 1.5
}
out <- bisection.search(h1, h2, sreg.fdf, tol = tol, f.extra = info)$
x
exp(out)
}