Description Usage Arguments Value Methods (by class) Decomposition
Extract lag basis matrix, Ω = [C_0, K_1]. See
the definition below (which is borrowed from basis
)
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object |
An object storing details of the basis decomposition |
... |
additional arguments |
A square numeric matrix
LagBasis
: Method for "LagBasis"
objects
SmoothLag
: Method for "LagBasis"
objects
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.
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