L1splineAL: Asymmetric L1 spline.

Description Usage Arguments

View source: R/l1-AL-spline.R

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

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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 15, 2017, 12:28 a.m.