kernDeepStackNet (version 2.0.2)

calcTrA: Calculates the trace of the hat matrix

Description

The trace of the hat matrix corresponds to the effective degrees of freedom (edf) of a generalized additive model. The edf is used as an internal measure of model complexity.

Usage

calcTrA(W, X, lambda=0)

Arguments

W

Weight matrix of the pseudo iterated least squares algorithm. See function calcWdiag

X

Design matrix of the covariates.

lambda

Regularization parameter of kernel ridge regression.

Value

Effective degrees of freedom of a generalized additive model with regularization (numeric scalar).

References

Simon N. Wood, (2006), Generalized Additive Models: An Introduction with R, Taylor \& Francis Group LLC

See Also

varMu, calcWdiag, gDerivMu