shibata#

skfda.preprocessing.smoothing.validation.shibata(hat_matrix)[source]#

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[Any, dtype[float64]]) – Smoothing matrix whose penalization score is desired.

Returns:

Penalization given by the Shibata’s model selector.

Return type:

float

References