glp.model.matrix: Utility function for constructing generalized polynomial...

Description Usage Arguments Details Value Author(s) References Examples

View source: R/glp.model.matrix.R

Description

Produce model matrices for a generalized polynomial smooth from the model matrices for the marginal bases of the smooth.

Usage

1

Arguments

X

a list of model matrices for the marginal bases of a smooth

Details

This function computes a generalized polynomial where the orders of each term entering the polynomial may vary.

Value

A model matrix for a generalized polynomial smooth.

Author(s)

Jeffrey S. Racine racinej@mcmaster.ca

References

Hall, P. and J.S. Racine (forthcoming), “Cross-Validated Generalized Local Polynomial Regression,” Journal of Econometrics.

Examples

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X <- list(matrix(1:4,2,2),matrix(5:10,2,3))
glp.model.matrix(X)

crs documentation built on Feb. 2, 2021, 5:13 p.m.