predcvxpen: 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

predcvxpen(dim, x, t, zhat, deriv, L, U, fun, P, Q, R)

Arguments

dim	vector of sample size, size of newdata.
x	Newdata.
t	x-vector in cvx.pen.reg
zhat	prediction obtained from cvx.pen.reg
deriv	derivative vector obtained from cvx.pen.reg
L	Internal vector obtained from cpen function.
U	Internal vector obtained from cpen function.
fun	vector containing the function estimate.
P	Internal vector set to zero.
Q	Internal vector set to zero.
R	Internal vector set to zero.

Details

The estimate is characterized by a fixed point equation which gives the algorithm for prediction.

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.