fittedS1 {ibr}R Documentation

Evaluate the fit for iterative bias reduction model

Description

The function evaluates the fit for iterative bias reduction model for iteration k. This function is not intended to be used directly.

Usage

fittedS1(n,U,tUy,eigenvaluesS1,ddlmini,k)

Arguments

n The number of observations.
U The the matrix of eigen vectors of the symmetric smoothing matrix S.
tUy The transpose of the matrix of eigen vectors of the symmetric smoothing matrix S times the vector of observation y.
eigenvaluesS1 Vector of the eigenvalues of the symmetric smoothing matrix S.
ddlmini The number of eigen values of S equal to 1.
k A numeric vector which gives the number of iterations

Details

see the reference for detailed explanation of computation of iterative bias reduction smoother

Value

Returns a vector containing the fit

Author(s)

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

References

Cornillon, P. A., Hengartner, N. and Matzner-Lober, E. (2009) Recursive Bias Estimation for high dimensional regression smoothers. submitted.

See Also

ibr


[Package ibr version 1.2 Index]