scaleMat: Extract distributed lag scale matrix

Description Usage Arguments Details Value

Description

Return lag coefficient scale matrix, S. S should be invertable. Typically users should only interact with scaleMat indirectly through the estimands functions (with the argument scaled = TRUE).

Usage

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scaleMat(object, ...)

## S4 method for signature 'dlMod'
scaleMat(object, ...)

Arguments

object

a fitted model object

Details

If θ is the vector of unscaled regression coefficients, then corresponding distributed lag terms in the vector S * θ can be interpreted as average regression coefficients up to their associated radius. Non-DL coefficients are unchanged by this transformation.

Value

A square numeric matrix represented as a Matrix::sparseMatrix object


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