lp_fit_Spline: Linear program to estimate spline coefficients

In samorso/nfcm: Spline Based Nonlinear Factor Copula Model

Linear program to estimate spline coefficients

Description

Estimate the spline coefficients of the tensor product spline by minimizing

\sum_{i=1}^N|x_i-\phi(u)^TX\psi(y_i)|,

under monotonicity constraint (non-negative partial derivatives).

Usage

lp_fit_Spline(
  u,
  v,
  w,
  G = TRUE,
  type = "b",
  splines_control = splines.control()
)

Arguments

u	vector of latent uniform(0,1) variable.
v	uniform(0,1) vector of error.
w	uniform(0,1) vector of observation.
G	if TRUE estimate function G (G), otherwise estimate function H (H) (see 'Details').
type	specify spline basis, either "b" (default), "c", "i" or "m";
splines_control	control (see splines.control).

Value

A matrix of spline coefficients

samorso/nfcm documentation built on Oct. 13, 2024, 9:35 p.m.