lambda2df: Convert Smoothing Parameter to Degrees of Freedom
Description
The degree of roughness of an estimated function is controlled by a
smoothing parameter $lambda$ that directly multiplies the penalty.
However, it can be difficult to interpret or choose this value, and it
is often easier to determine the roughness by choosing a value that is
equivalent of the degrees of freedom used by the smoothing procedure.
This function converts a multipler $lambda$ into a degrees of freedom value.