L1splineAL: Asymmetric L1 spline.

In helenecharlotte/rSplines: Robust splines

Description

Function to compute the asymmetric L1 spline, by use of the continuation method. Assuming either kappa (asymmetry parameter) known, or unknown (to be estimated).

Usage

L1splineAL(x, t, y, gfun, kappa = NULL, lambda = 1e-04, CI = 0,
  niter = 200, stopiter = 1e-10, niterk = 5)

Arguments

x	Numeric value(s) to evaluate the spline in.
t	Numeric vector of measurement times.
y	Numeric vector of values to be fitted.
gfun	Choice of Greens function (choose from G1-G10).
kappa	Asymmetry parameter. Per default kappa=NULL, which means that kappa will be estimated.
lambda	Smoothness parameter.
CI	Option to compute confidence intervals. 0: Nothing is computed. 2: sigmahat is obtain from kappa(hat) and thetahat, and CI is computed.
niter	Number of iterations.
stopiter	Stopping criterion.
niterk	Number of iterations for the kappa estimation.

helenecharlotte/rSplines documentation built on May 17, 2019, 3:24 p.m.