Paper

Package ‘face’

Luo Xiao, Cai Li, William Checkley, Ciprian Crainiceanu

This is a generalized version of bivariate P-splines for covariance smoothing of sparse functional or longitudinal data. It uses tensor product B-spline basis functions and employs a differencing penalty on the associated parameter matrix. The only smoothing parameter in the method is selected by leave-one-subject-out cross-validation and is implemented with a fast algorithm.

Publication

Statistics and Computing

Topic

Last Updated

September, 2017

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