tikhonov {SSPA} | R Documentation

## Tikhonov regularization

### Description

Tikhonov regularization.

### Usage

    tikhonov(b, A, lambda, penalty = 0)

### Arguments

`b` | the b vector of the system: Ax = b.
`A` | the A matrix of the system: Ax = b.
`lambda` | grid of values for the penalty.
`penalty` | penalty either 0 = ridge, 1 = first order differences or 2 = second order differences.

### Details

details follow.

### Value

regression coefficients, effective degrees of freedom, intermediate matrix for L-curvature calculation.

### Author(s)

Maarten van Iterson

[Package SSPA version 2.28.0 Index]