Smoothing parameter

ID: smoothing-parameter

A smoothing parameter controls the amount of averaging or regularization in a fitted function. Increasing the penalty multiplier in a cubic smoothing spline discourages curvature and generally reduces effective degrees of freedom. Increasing a smoothing bandwidth enlarges local averaging neighbourhoods. Software may use a monotone transformed parameter such as spar, so its numerical value should not be confused with the raw penalty multiplier.

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