Calculate degrees of freedom of MARS
Usage
calc_df_mars(n = 100, p = 10, N = 100, nk = 5, d = 1, penalty = 2, seed = 1234)
Arguments
- n
sample size
- p
number of features
- N
number of repetitions
- nk
maximum number of model terms before pruning in earth::earth
- d
maximum degree of interactions
- penalty
penalty per knot
- seed
random seed for construct x and y
Value
a vector of two elements:
- dfcov
empirical df based on covariance formula
- dfapp
average df based on mars' approximation formula