regularization {SSPA} | R Documentation

## Find optimal regularization parameter

### Description

Find optimal regularization parameter

### Usage

    regularization(
      b,
      A,
      beta,
      edf,
      lambda,
      z,
      method = c("lcurve", "gcv", "aic"),
      plot = TRUE,
      log = TRUE,
      verbose = FALSE
    )

### Arguments

`b` | the b vector of the system: Ax = b.
`A` | the A matrix of the system: Ax = b.
`beta` | regression coefficients.
`edf` | effective degrees of freedom.
`lambda` | grid of penalty values.
`z` | intermediate matrix for L-curvature calculation.
`method` | Either the L-curve, GCV or AIC.
`plot` | Plot TRUE/FALSE.
`log` | Plot on log-scale TRUE/FALSE.
`verbose` | Verbose TRUE/FALSE

### Details

details follow.

### Value

generates optionally figure and returns the index for the optimal penalty value.

### Author(s)

Maarten van Iterson

[Package SSPA version 2.28.0 Index]