mkint: Generating Integrals of Basis Terms

In gss: General Smoothing Splines

Generating Integrals of Basis Terms

Description

Generate integrals of basis terms for use in the ssden1 suite.

Usage

mkint(mf, type, id.basis, quad, term, rho, rho.int)
mkint2(mf, type, id.basis, quad, term)

Arguments

mf	Model frame of the model formula.
type	List specifying the type of spline for each variable.
id.basis	Index of observations to be used as "knots."
quad	Quadratures on marginal domains, weighted by rho.
term	Model terms generated by mkterm.
rho	Marginal log(rho) on quadrature points.
rho.int	Marginal integrals of log(rho).

Details

mkint calculates the first moments of basis functions with respect to the indepent joint density rho; mkint2 calculates the second moments for use in project.ssden1.

Value

mkint returns a list of five elements.

s	First moments of phi's.
r	First moments of rk's.
s.rho	Cross moments of phi*log(rho).
r.rho	Cross moments of rk*log(rho).
var.type	Types for variables.

mkint2 returns a list of three elements.

ss	Second moments of phi's.
sr	Cross moments of phi's and rk's.
rr	Second moments of rk.

gss documentation built on Oct. 12, 2024, 1:08 a.m.