An innovative procedure for smoothing parameter selection
نویسنده
چکیده
Smoothing with penalized splines calls for an automatic method to select the size of the penalty parameter λ . We propose a not well known smoothing parameter selection procedure: the L-curve method. AIC and (generalized) cross validation represent the most common choices in this kind of problems even if they indicate light smoothing when the data represent a smooth trend plus correlated noise. In those cases the L-curve is a computationally efficient alternative and robust alternative.
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