Usage
LocalCoarsen(x, w, IsKnot)
LocalConvexity(x, phi)
LocalExtend(x, IsKnot, x2, phi2)
LocalF(x, phi)
LocalNormalize(x, phi)
LocalMLE(x, w, IsKnot, phi_o, prec)
LocalVariance(x, w = NULL, phi)
Arguments
x
Vector of independent and identically distributed numbers, with strictly increasing entries.
w
Optional vector of nonnegative weights corresponding to ${\bold{x}}$.
IsKnot
Vector with entries IsKnot$_i = 1{\phi$ has a kink at $x_i}.$
phi
Vector with entries $\phi(x_i).$
x2
Vector of same type as ${\bold{x}}$.
phi2
Vector of same type as ${\bold{\phi}}$.
phi_o
Optional starting vector.
prec
Threshold for the directional derivative during Newton-Raphson procedure.