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. |
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