regressionFunction.Series: Spectral Series Regression

In rizbicki/FlexCoDE: Fits Flexible Conditional Estimator via Regression

Description

This function is typically not directly used by the user; it is used inside fitFlexCoDE

Usage

regressionFunction.Series(x, responses, extra = NULL)

Arguments

x	matrix with covariates that will be used for training
responses	matrix where each column is a response for the training data
extra	list with two components: the first is named epsGrid, which contains a vetor with different number of bandwidths to be used in the gaussian kernel; the function will choose the best value among them; the second is called nXMax and contains a single integer number that describes what is the maximum number of spectral basis functions with be used

Value

object of the class Series containing information needed to perform prediction on new points

rizbicki/FlexCoDE documentation built on Feb. 10, 2022, 3:14 p.m.