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Fitting Penalized Fourier Regression in Practice
Thesis

Fitting Penalized Fourier Regression in Practice

蔡侑勳
Masters, 國立清華大學, 統計學研究所
2013

Abstract

無母數 傅立葉 懲罰 R語言
For tting penalized Fourier regression, Wu (2013) provide some R-functions in the settings of univariate nonparametric regression, partial linear models, additive models, and nonparametric logistic and Poisson regression. We improve these functions to follow the R-function format so that users could apply generic R-functions summary, plot, lines, fitted, predict, and residuals. In addition, we write some R-function to select penalty parameters by AICc or BIC. Some data examples are used to illustrate our R-functions. A small simulation study is conducted to compare the penalized Fourier to spline approaches.

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