makef: Make non-linear features

In kjytay/relgam: Reluctant Generalized Additive Models

Description

Internal function for making non-linear features.

Usage

makef(x, r, df = 4, tol = 0.01, removeLin = T)

Arguments

x	Input vector of length nobs.
r	Vector of residuals.
df	Degrees of freedom for the fit. Default is 4.
tol	A tolerance for same-ness or uniqueness of the x values. To be passed to the smooth.spline() function. Default is 0.01.
removeLin	If TRUE (default), removes the linear component from the newly created non-linear features.

Value

A list:

f	Non-linear feature associated with x.
nl_predictor	A function which, when given new data newx, returns the value of the non-linear predictor at those x values. Needed for creating the non-linear features for new data.

kjytay/relgam documentation built on March 4, 2020, 4:13 a.m.