derivative

pygam.penalties.derivative(n, coef, derivative=2, periodic=False)

Builds a penalty matrix for P-Splines with continuous features. Penalizes the squared differences between basis coefficients.

Parameters:

nint

number of splines

coefunused

for compatibility with constraints

derivative: int, default: 2

which derivative do we penalize. derivative is 1, we penalize 1st order derivatives, derivative is 2, we penalize 2nd order derivatives, etc

Returns:

penalty matrixsparse csc matrix of shape (n,n)