monotonicity_

pygam.penalties.monotonicity_(n, coef, increasing=True)

Builds a penalty matrix for P-Splines with continuous features. Penalizes violation of monotonicity in the feature function.

Parameters:

nint

number of splines

coefarray-like

coefficients of the feature function

increasingbool, default: True

whether to enforce monotic increasing, or decreasing functions

Returns:

penalty matrixsparse csc matrix of shape (n,n)