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

1 2 | ```
L1splineAL(x, t, y, gfun, kappa = NULL, lambda = 1e-04, CI = 0,
niter = 200, stopiter = 1e-10, niterk = 5)
``` |

`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.

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