gridSearchOnLambda

perform a grid search on lambda

Declaration 

 params = gridSearchOnLambda(mSpline,functionOfSpline,options)

Parameters

  • mSpline a MaternSpline instance
  • functionOfSpline a function_handle that takes an MaternSpline and returns a scalar
  • minLambda (optional) minimum value of lambda for the search
  • maxLambda (optional) maximum value of lambda for the search
  • nGrid (optional) number of values of lambda for the search
  • search (optional) function_handle with two arguments (MaternSpline,functionOfSpline) that returns params struct

Returns

  • params structure with fields (K,M,lambda,maternT,maternAlpha,error))

Discussion

Performs a grid search by changing values of lambda and evaluating the function functionOfSpline. The parameters structure returned includes all the evaluated points.

This function can call another parameter search function at each lambda. For example, you can search across values of M, at each lambda, by calling.

  params = MaternSpline.gridSearchOnLambda(spline,rms,search=@(s,f) MaternSpline.gridSearchOnM(s,f));