shibata

skfda.preprocessing.smoothing.validation.shibata(hat_matrix)

Shibata’s model selector for cross validation.

\[\Xi(\nu,n) = 1 + 2 * \frac{tr(\hat{H}^\nu)}{n}\]

See [1] for additional details.

Parameters:

hat_matrix (ndarray[tuple[int, ...], dtype[floating[Any]]]) – Smoothing matrix whose penalization score is desired.

Returns:

Penalization given by the Shibata’s model selector.

Return type:

float

References

[1]

Manuel Febrero-Bande and Manuel Oviedo de la Fuente. Statistical computing in functional data analysis: the R package fda.usc. Journal of Statistical Software, 51(1):1–28, October 2012. URL: https://www.jstatsoft.org/index.php/jss/article/view/v051i04 (visited on 2019-10-01), doi:10.18637/jss.v051.i04.