calcA: Decomposition of the kernel smoother

In ibr: Iterative Bias Reduction

Decomposition of the kernel smoother

Description

Calculates the decomposition of the kernel smoothing matrix in two part: a diagonal matrix D and a symmetric matrix A. This function is not intended to be used directly.

Usage

calcA(X,bx,kernelx="g")

Arguments

X	The matrix of explanatory variables, size n, p.
bx	The vector of bandwidth of length p.
kernelx	Character string which allows to choose between gaussian kernel ("g"), Epanechnikov ("e"), uniform ("u"), quartic ("q").

Details

see the reference for detailed explanation of A and D and the meaning of coefficients.

Value

Returns a list containing two matrices: the symmetric matrix A in component A) and the square root of the diagonal matrix D in the component Ddemi and the trace of the smoother in the component df.

Author(s)

Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober.

See Also

ibr

ibr documentation built on Sept. 13, 2023, 5:08 p.m.