bs.gene: Generate Basis

In Sie2nts: Sieve Methods for Non-Stationary Time Series

Generate Basis

Description

bs.gene() generates the value of k-th basis function. (The wavelet basis options return the full table)

Usage

bs.gene(type, k, point = 200, c = 10, or = 4, ops = "auto")

Arguments

type	type indicates which type of basis is used. There are 31 types in this package
k	k-th basis function
point	the number of values got from k-th basis function
c	c only used in Cspli which indicates the total number of knots to generate, the default is 10, c should not be less than k.(for splines, the true number of basis is c-2+or)
or	indicates the order of spline and only used in Cspli type, default is 4 which indicates cubic spline
ops	ops indicates the function uses existing table or theoretical way to generate, the default option is "auto"

Value

A data frame which contains the value of k-th basis function

References

[3] Chen, Xiaohong. “Large Sample Sieve Estimation of Semi-Nonparametric Models.” Handbook of Econometrics, 6(B): 5549–5632,2007.

Examples

bs.gene("Legen", 2)
bs.gene("tri", 2, 300)

Sie2nts documentation built on Jan. 22, 2023, 1:52 a.m.