fittedA {ibr} | R Documentation |
Evaluates the fits for the iterative bias reduction smoother, using a kernel smoother and its decomposition into a symmetric matrix and a diagonal matrix. This function is not intended to be used directly.
fittedA(n, eigenvaluesA, tPADmdemiY, DdemiPA, ddlmini, k)
n |
The number of observations. |
eigenvaluesA |
Vector of the eigenvalues of the symmetric matrix A. |
tPADmdemiY |
The transpose of the matrix of eigen vectors of the symmetric matrix A times the inverse of the square root of the diagonal matrix D. |
DdemiPA |
The square root of the diagonal matrix D times the eigen vectors of the symmetric matrix A. |
ddlmini |
The number of eigenvalues (numerically) equals to 1. |
k |
A scalar which gives the number of iterations. |
See the reference for detailed explanation of A and D.
Returns a list of two components: fitted
contains fitted values
and trace
contains the trace (effective degree of freedom) of the iterated
bias reduction smoother.
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.