Model Browser User's Guide    

Width Selection Algorithms

TrialWidths

This routine tests several width values by trialing different widths. A set of trial widths equally spaced between specified initial upper and lower bounds is selected. The width with the lowest value of log10(GCV) is selected. The area around the best width is then tested in more detail - this is referred to as a zoom. Specifically, the new range of trial widths is centered on the best width found at the previous range, and the length of the interval from which the widths are selected is reduced to 2/5 of the length of the interval at the previous zoom. Before the new set of trial widths is tested, the center selection is updated to reflect the best width and found so far. This can mean that the location of the optimum width changes between zooms because of the new center locations.

Fit Parameters

Lambda selection algorithm: Mid level fit algorithm that you test with the various trial values of . The default is IterateRidge.

Number of trial widths in each zoom: Number of trials made at each zoom. The widths tested are equally spaced between the initial upper and lower bounds. Default is 10.

Number of zooms: Number of times you zoom in. Default is 5.

Initial lower bound on width: Lower bound on the width for the first zoom. Default is 0.01.

Initial upper bound on width: Upper bound on the width for the first zoom. Default is 20.

Display: If you select this check box, a stem plot of log10(GCV) against width is plotted. The best width is marked by a green asterisk.


  StepItRols WidPerDim