fittedS1 {ibr} | R Documentation |
The function evaluates the fit for iterative bias reduction
model for iteration k
. This function is not intended to be used directly.
fittedS1(n,U,tUy,eigenvaluesS1,ddlmini,k)
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 |
see the reference for detailed explanation of computation of iterative bias reduction smoother
Returns a vector containing the fit
Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober
Cornillon, P. A., Hengartner, N. and Matzner-Lober, E. (2009) Recursive Bias Estimation for high dimensional regression smoothers. submitted.