val: Estimate the coefficients

In elara7/VCM: A R package for the paper written by HAIQIANG CHEN, YING FANG, AND YINGXING LI

Description

Estimate the coefficients

Usage

val(x, z, y, p, nknots, m = 2, lambda = NULL, cv = FALSE,
  sigma_error = diag(1, length(y)))

Arguments

x	predictors, a vector
z	assist variable, a vector
y	dependent variable, a vector
p	order of B-splines
m	order of penalty term, m = 2 by default
lambda	coefficient of penalty term, need to be specified
sigma_error	covariance matrix of disturbance term u
nkonts	the number of knots

elara7/VCM documentation built on May 16, 2019, 2:58 a.m.