create_index_matrix: Create the index matrix for multivariate regression

In Sieve: Nonparametric Estimation by the Method of Sieves

Create the index matrix for multivariate regression

Description

Create the index matrix for multivariate regression

Usage

create_index_matrix(xdim, basisN = NULL, maxj = NULL, interaction_order = 5)

Arguments

xdim	a number. It specifies the predictors' dimension.
basisN	a number. The number of basis function to use.
maxj	a number. We use this to specify the largest row product in the index list.
interaction_order	a number The maximum order of interaction. 1 means additive model, 2 means including pairwise interaction terms, etc.

Value

a matrix. The first column is the product of the indices, the rest columns are the index vectors for constructing multivariate basis functions.

Sieve documentation built on Oct. 19, 2023, 5:12 p.m.