omega: Extract lag basis matrix

Description Usage Arguments Value Methods (by class) Decomposition

Description

Extract lag basis matrix, Ω = [C_0, K_1]. See the definition below (which is borrowed from basis)

Usage

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omega(object, ...)

## S4 method for signature 'LagBasis'
omega(object, ...)

## S4 method for signature 'SmoothLag'
omega(object, ...)

Arguments

object

An object storing details of the basis decomposition

...

additional arguments

Value

A square numeric matrix

Methods (by class)

Decomposition

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.


asw221/dlm documentation built on May 8, 2019, 5:59 p.m.