. It is possible to incorporate a ridge penalty into the maximum likelihood estimator. Modify the function casl_glm_irwls to include an `2-norm penalty on the regression vector for a fixed tuning...


. It is possible to incorporate a ridge penalty into the maximum likelihood estimator. Modify the function casl_glm_irwls to include an `2-norm penalty on the regression vector for a fixed tuning parameter λ.


Write a test function to compare the mgcv function with the implementation casl_am_backfit. How well does our reference implementation match the mgcv package’s function?



May 03, 2022
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