Extract lag basis matrix, Ω = [C_0, K_1]. See
the definition below (which is borrowed from
1 2 3 4 5 6 7
An object storing details of the basis decomposition
A square numeric matrix
LagBasis: Method for
SmoothLag: Method for
Once a basis function (δ()) and radii (r) are chosen, define the matrix, C_1[i, j] = δ(r_i, r_j), and let,
C_0 = [1, r]
C_1 = Q * R
M_1 = Q[-(1:2)]
K_1 = C_1 * M_1 * (M_1' * C_1 * M_1)^-0.5
where A[-j] denotes a matrix A with column(s) j removed. Then the (scaled) distributed lag effects are β = C_0 * α + K_1 * b, where b_l ~ N(0, σ^2_b), for l = 1, ..., L - 2.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.