[R] About Omega in pda()

[Damien BERLEMONT]

** High Priority **

Hello R users

My issue is both theorical and technical.

I would like to run a penalised discriminant analysis with the fda() function, but I don't know all the details of splines theory. 
I try on the example of the phonems from the article "Penalised Discriminant Analysis" of Hastie, Buja and Tibshirani 1994 : 5 groups and 256 variables. 
The 256 variables are from the discretisation of log-periodogram. Consequently, we want the scores to be smoothed by the frequency. 
in continuus writing, J(beta)= integral of the square second derivative of beta upon the frequencies 
and J(beta)=(beta)^T*OMEGA*beta

No function for producing one dimensional penalty object is providing with gen.ridge function.. 

What is the best (and more efficient) function to use to fit OMEGA ? I have ever tried to use the function ssanova in the gss package but the solution of my program is not symetrical : I am definitly wrong in my approach.  

Thank you in advance for the users of mda package that would answer me.

Damien Berlemont
student at :  DESS Methodes Scientifiques de Gestion - Paris-X Nanterre
Damien.Berlemont at ccf.fr




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