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Post subject: spline1dfitpenalized? pick rho and M Posted: Tue Nov 24, 2015 1:00 pm |
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Joined: Tue Nov 24, 2015 12:44 pm Posts: 1
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Hello! Please tell me, is there some method of calculating the parameters of rho and M. Or intuitively pick ?? And can yo te
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Sergey.Bochkanov
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Post subject: Re: spline1dfitpenalized? pick rho and M Posted: Wed Nov 25, 2015 11:26 am |
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Joined: Fri May 07, 2010 7:06 am Posts: 927
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You should choose M to be approximately equal to number of "bending points" you need in your model. Start from something like 10 and see how it works. As for the Rho, you should start with some low value and increase it in case model starts to behave wildly.
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