We should implement and test Generalized Information Criterion (GIC) [1] for estimating the optimal roughness penalty in the Smoothing_F class.
References
[1] Konoshi, Sadanori, and Genshiro Kitagawa. 1996. “Generalised Information Criteria in Model Selection.” Biometrika 83 (4). Oxford University Press: 875–90. https://www.jstor.org/stable/2337290
We should implement and test Generalized Information Criterion (GIC) [1] for estimating the optimal roughness penalty in the
Smoothing_Fclass.References
[1] Konoshi, Sadanori, and Genshiro Kitagawa. 1996. “Generalised Information Criteria in Model Selection.” Biometrika 83 (4). Oxford University Press: 875–90. https://www.jstor.org/stable/2337290