derivcvxpec: C code for prediction using cvx.lse.reg, cvx.lip.reg and...

In simest: Constrained Single Index Model Estimation

Description

This function is only intended for an internal use.

Usage

derivcvxpec(dim, t, zhat, D, kk)

Arguments

dim	vector of sample size, size of newdata and which derivative to compute.
t	x-vector in cvx.lse.reg and others.
zhat	prediction obtained from cvx.lse.reg and others.
D	derivative vector obtained from cvx.lse.reg and others.
kk	vector storing the final prediction.

Details

The estimate is a linear interpolator and the algorithm implements this.

Value

Does not return anything. Changes the inputs according to the algorithm.

Author(s)

Arun Kumar Kuchibhotla, [e-mail].

simest documentation built on May 2, 2019, 5:40 a.m.