WhittakerHendersonSmootherBandwidthToLambda Method

Calculates the smoothing parameter lambda for a given penalty derivative order and desired bandwidth (the frequency where the response decreases to -3 dB, i.e. 1/sqrt(2)). This bandwidth is valid for points far from the boundaries of the data.

Namespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)

Syntax

Copy

public static double BandwidthToLambda(
	int order,
	double bandwidth
)

Parameters

order Int32: The order p of the penalty derivative (1 to MAX_ORDER; typically 2 or 3).
bandwidth Double: The desired bandwidth with respect to the sampling frequency. The value must be less than 0.5 (the Nyquist frequency).

Return Value

Double
The lambda parameter for this bandwidth. Note that very large lambda values lead to increased numerical noise. It is recommended to use only values below 1e9, which typically lead to relative numerical noise below 1e-6. For a given bandwidth, the lambda value can be reduced by choosing a lower penalty order.

Exceptions

Exception	Condition
ArgumentOutOfRangeException	Thrown if bandwidth is outside the valid range.

Reference

WhittakerHendersonSmoother Class

Altaxo.Calc.Regression Namespace