R/LocalExtend.r

In logcondens: Estimate a Log-Concave Probability Density from Iid Observations

LocalExtend <- function(x, IsKnot, x2, phi2) {
  n <- length(x)
  K <- (1:n) * IsKnot
  K <- K[K > 0]
  phi <- 1:n * 0
  phi[K] <- phi2
  for (k in 1:(length(K) - 1)) {
    if (K[k + 1] > (K[k] + 1)) {
      ind <- (K[k] + 1):(K[k + 1] - 1)
      lambda <- (x[ind] - x2[k]) / (x2[k + 1] - x2[k])
      phi[ind] <- (1 - lambda) * phi2[k] + lambda * phi2[k + 1]
    }
  }
  return(matrix(phi, ncol = 1))
}