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pammtools (version 0.7.3)

smooth.construct.fdl.smooth.spec: New basis for penalized lag selection

Description

Originally proposed in Obermeier et al., 2015, Flexible Distributed Lags for Modelling Earthquake Data, Journal of the Royal Statistical Society: Series C (Applied Statistics), 10.1111/rssc.12077. Here extended in order to penalize lead times in addition to lag times. Ideally the lag-lead window would then be selected in a data-driven fashion. Treat as experimental.

Usage

# S3 method for fdl.smooth.spec
smooth.construct(object, data, knots)

Arguments

object

An object handled by mgcv

data

The data set

knots

A vector of knots