calculate_Psi: Piece wise polinomial expansion for X (PWP)

In PaoloLuciano/bpwpm2: Bayesian Piece-wise Polynomial Package

Description

Calculates and returns a new designer matrix, representing the correspondieng PWP expansion for all d variables. Combines all 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_Psi(X, M, J, K, n, d, tau)

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 - 0 < K < M)
tau

Value

A desginer matrix containing the PWP expansion described in (...)

PaoloLuciano/bpwpm2 documentation built on June 6, 2019, 5:47 p.m.