searchOnParameters

evaluate penalty functions at each set of parameter values

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Declaration

 params = gridSearchOnParameters(mSpline,params,penaltyFunctions,options)

Parameters

• mSpline a MaternSpline instance
• params structure with fields (K,M,lambda,maternT,maternAlpha)
• penaltyFunctions cell array of function_handles that take a MaternSpline and return a scalar
• penaltyFunctionNames (optional) cell array of names for the function_handles

Returns

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

Discussion

Evaluates the penalty functions at each set of parameter values.

The values of the penalty function will be included in the output structure as error1, error2, etc. If you pass a set of names, those names will be used instead, e.g., {‘rmse’,’cv’,’gcv’}.