TABLE OF CONTENTS

initRoutine/makePenalty.2diff [ Functions ]

NAME

    makePenalty.2diff --- compute a penalty matrix on second differences

FUNCTION

This computes a matrix P such that 

       x %*% P %*% x

is the sum of squared second differences of x.

SYNOPSIS

1736 makePenalty.2diff <- function(K){

INPUTS

    K      the desired size of the matrix

OUTPUTS

    P      a K x K matrix that generates squared second differences.

SOURCE

1739     D <- matrix(0, K - 2, K)
1740     for(i in 1:(K - 2)){
1741         D[i, i] <- 1
1742         D[i, i + 1] <- -2
1743         D[i, i + 2] <- 1
1744     }
1745     P <- t(D)%*%D
1746     return(P)
1747 }