repmat: Auxiliary function that extends the matrix X

In RandomCoefficients: Adaptive Estimation in the Linear Random Coefficients Models

Description

Auxiliary function that extends the matrix X

Usage

repmat(X, m, n)

Arguments

X	A vector of inputs
m	the first dimension of the desired output matrix
n	the second dimension of the desired output matrix

Value

A matrix os size (dim(X)[1]*m,dim(X)[2]*n)

Examples

library(orthopolynom)
library(polynom)
library(tmvtnorm)
library(ks)
library(sfsmisc)
library(snowfall)
library(fourierin)
library(rdetools)
library(statmod)
library(RCEIM)
library(robustbase)
library(VGAM)
library(RandomCoefficients)
K=3
u <- sqrt(1/(4-1/seq(1,(K-1))^2))
n = length(u)+1
trans = myDiag(matrix(0,n, n),u,1) + myDiag(matrix(0,n, n),u,-1)
eigen_trans <- eigen(trans)
V<- eigen_trans$vectors
Lambda <- eigen_trans$values
t = sort(Lambda)
i= sort(seq(1, length(Lambda)), decreasing=TRUE)
V = V[,i,drop=FALSE]
Vtop = V[1,,drop=FALSE]
w = 2*Vtop^2
Pbarmat = V/repmat(Vtop*sqrt(2),K,1)

RandomCoefficients documentation built on June 7, 2019, 5:02 p.m.