betaA | R Documentation |
Calculates the coefficients for the iterative bias reduction smoothers. This function is not intended to be used directly.
betaA(n, eigenvaluesA, tPADmdemiY, DdemiPA, ddlmini, k, index0)
n |
The number of observations. |
eigenvaluesA |
Vector of the eigenvalues of the symmetric matrix A. |
tPADmdemiY |
The transpose of the matrix of eigen vectors of the symmetric matrix A times the inverse of the square root of the diagonal matrix D. |
DdemiPA |
The square root of the diagonal matrix D times the eigen vectors of the symmetric matrix A. |
ddlmini |
The number of eigenvalues (numerically) equals to 1. |
k |
A scalar which gives the number of iterations. |
index0 |
The index of the first eigen values of S numerically equal to 0. |
See the reference for detailed explanation of A and D and the meaning of coefficients.
Returns the vector of coefficients (of length n, the number of observations.)
Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober.
Cornillon, P.-A.; Hengartner, N.; Jegou, N. and Matzner-Lober, E. (2012) Iterative bias reduction: a comparative study. Statistics and Computing, 23, 777-791.
Cornillon, P.-A.; Hengartner, N. and Matzner-Lober, E. (2013) Recursive bias estimation for multivariate regression smoothers Recursive bias estimation for multivariate regression smoothers. ESAIM: Probability and Statistics, 18, 483-502.
Cornillon, P.-A.; Hengartner, N. and Matzner-Lober, E. (2017) Iterative Bias Reduction Multivariate Smoothing in R: The ibr Package. Journal of Statistical Software, 77, 1–26.
ibr
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