TABLE OF CONTENTS

initRoutine/makepenalty [ Functions ]

NAME

    makepenalty --- construct a penalty matrix

FUNCTION

Construct a penalty matrix for use with penalized spline fitting. Options are a penalty on the squared second differences of the spline parameters, or a penalty on the integrated squared second derivative.

SYNOPSIS

1699 makepenalty <- function(curve, usec = TRUE)

INPUTS

    curve      an RCurve structure
    usec       boolean, whether to use fast C code

OUTPUTS

    curve      the input curve, with spline.penaltymatrix component updated

SOURCE

1702 {
1703     if(!curve$hasspline) return(curve)
1704     penalty <- curve$spline.penalty
1705     ord <- curve$spline.ord; nknots <- curve$spline.nknots; knots <- curve$spline.knots
1706     # second difference penalty
1707     if(penalty == "2diff") P <- makePenalty.2diff(ord + nknots)
1708     # second derivative penalty
1709     if(penalty == "2deriv" | penalty == "log2deriv") {
1710         if(usec) P <- cmakePenalty.2deriv(ord, knots)
1711         else  P <- makePenalty.2deriv(ord, knots)
1712         # adjust for normalized B-splines for frailties
1713         if(curve$spline.norm){
1714             Bint <- curve$spline.basisint
1715             P <- P / (Bint%*%t(Bint))
1716         }
1717     }
1718     if(penalty == "none") P <- 0
1719     curve$spline.penaltymatrix <- P
1720     return(curve)
1721 }