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Fast algorithm for smoothing parameter selection in multidimensional P-splines
Rodríguez-Álvarez, M.X.
; Lee, D.-J.; Kneib, T.; Durban, M.; Eilers, P.H.C. (2015-12-31)
; Lee, D.-J.; Kneib, T.; Durban, M.; Eilers, P.H.C. (2015-12-31)
A new computational algorithm for estimating the smoothing parameters of a multidimensional penalized spline generalized model with anisotropic penalty is presented. This new proposal is based on the mixed model representation ...
Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm
Rodríguez-Álvarez, M.X.; Lee, D.-J.; Kneib, T.; Durban, M.; Eilers, P.H.C. (2014-12-31)
; Lee, D.-J.; Kneib, T.; Durban, M.; Eilers, P.H.C. (2014-12-31)
A new computational algorithm for estimating the smoothing parameters of a multidimensional penalized spline generalized linear model with anisotropic penalty is presented. This new proposal is based on the mixed model ...