pdl: Polynomial Distributed Lag Basis

In wjunger/ares: Environmental air pollution epidemiology: a library for time series analysis

Description

Set up a basis for a constrained polynomial distributed lag model

Usage

pdl(var, lags, degrees)

Arguments

var	a vector with the variate to constrain on the polynomial functional
lags	an integer indicating the maximum lags for the basis
degrees	an integer indicating the degrees used for the polynomial in the distributed lag structure

Details

Each column of the resulting matrix but the first one will be the form W_d=Z_1+2^dZ^2+..+q^dZ_q and the first one W_0=Z_0 + Z_1+..+ Z_q, where Z_i is var at lag i.

This function is intended to be called internally by pdlm.

Value

This function returns a matrix with degrees+1 columns.

Author(s)

Washington Junger [e-mail] and Antonio Ponce de Leon [e-mail]

References

Schwartz, J. (2000) The distributed lag between air pollution and daily deaths. Epidemiology 11(3), 320–326.

See Also

pdlm

wjunger/ares documentation built on Dec. 23, 2021, 5:17 p.m.