ibr: calcA – R documentation

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calcA

Decomposition of the kernel smoother

Description

Calculates the decomposition of the kernel smoothing matrix in two part: a diagonal matrix D and a symmetric matrix A. This function is not intended to be used directly.

Usage

calcA(X,bx,kernelx="g")

Arguments

`X`	The matrix of explanatory variables, size n, p.
`bx`	The vector of bandwidth of length p.
`kernelx`	Character string which allows to choose between gaussian kernel (`"g"`), Epanechnikov (`"e"`), uniform (`"u"`), quartic (`"q"`).

Details

see the reference for detailed explanation of A and D and the meaning of coefficients.

Value

Returns a list containing two matrices: the symmetric matrix A in component A) and the square root of the diagonal matrix D in the component Ddemi and the trace of the smoother in the component df.

Author(s)

Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober.