locate.knots: Locate knots in a m-space using Villani(2009)'s algorithm.

In thiyangt/fformpp: Feature-based FORecast Model Performance Prediction

Locate knots in a m-space using Villani(2009)'s algorithm.

Description

Locate knots in a m-space using Villani(2009)'s algorithm.

Usage

locate.knots(x, e, RadiusShrink)

Arguments

x	"matrix". The data matrix without intercept.
e	"numeric". The radius for the Mahalanobis e-ball.
RadiusShrink	"numeric". The radius shrinkage factor for the Mahalanobis e-ball

Details

This is the algorithm for determining the knots locations for a give global radius e>0 and a local radius skrinkage factor. The details can be foudn in Villani (2009)

Value

"list"

Note

First version: Wed Mar 10 14:03:31 CET 2010; Current: Sat Sep 18 18:57:24 CEST 2010.

Author(s)

Feng Li, Department of Statistics, Stockholm University, Sweden.

References

Appendix C. in Villani et al (2009)

thiyangt/fformpp documentation built on Jan. 5, 2024, 5:44 a.m.