filter()

Lcurve.filter(beta: float) → ndarraySource

Calculate the filter factors \(f_{\lambda, i}\).

The filter factors are diagonal elements of the filter matrix \(\mathbf{F}_\lambda\), and can be expressed with SVD components as follows:

\[f_{\lambda, i} = \left( 1 + \frac{\lambda}{\sigma_i^2} \right)^{-1}.\]

Parameters:

betafloat

Regularization parameter.

Returns:

(r, ) array

1-D array containing filter factors, the length of which is the same as the number of singular values.