calculate_Phi: Piece wise polinomial expansion for X (PWP)

In PaoloLuciano/BPWPM: Bayesian Piecewise Polinomial Model

Description

Calculates and returns a list of matrixes, each one representing a PWP expansion for dimention d. Combines all of the parameters on a relatively fast computation of basis expansion for X described on the thesis and on (Denison, Mallik and Smith, 1998).

Usage

calculate_Phi(X, M, J, K, d, tau, indep_terms)

Arguments

X	Design matrix of n observations and d covariables (numeric - n*d)
M	M minus 1 is the degree of the polinomial (integer - M > 0)
J	Number of intervals in each dimention (integer - J > 1)
K	Order of continuity in the derivatives (integrer - K < M)
d	Number of dimentions, this parameter helps to improve efficiency
tau	matrix containing the nodes in which to split the Piecewise Polinomials
indep_terms	Keeps the independent terms in the PWP expansion. Leaving those terms might lead to identificability errors. (logical)

Value

A list of PWP expansion matrixes for each dimention d.

PaoloLuciano/BPWPM documentation built on May 21, 2019, 1:20 p.m.