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Spline-penalizing using mixed effects #5

Open behinger opened 4 years ago

behinger commented 4 years ago

Currently trying to figure out how onewould penalize the splines using a random effect

Verbyla 1999 introduces this https://rss.onlinelibrary.wiley.com/doi/pdf/10.1111/1467-9876.00154

a possible way how to splice it in is presented in the smespline package in R, which uses lme with a specific random effects matrix that I don't understand. Probably we have to rebuild this matrix in "Z", but this seems complicated.

I started with something, but I will probably drop this for now.

palday commented 4 years ago

Wood discusses spline penalization via random effects as well. In mgcv, there's even a help page on this.