drape (version 0.0.2)

basis_poly: Estimate the score function of the d'th covariate using a polynomial basis.

Description

Computes the score function estimate when rho(X) is assumed to lie within the span of the polynomial basis of X.

Usage

basis_poly(X, d, degree = 2, lambda = NULL)

Value

list containing the estimated score function "rho", which takes matrix input and yields a vector of score estimates.

Arguments

X

matrix of covariates.

d

integer index of covariate of interest.

degree

maximum degree of polynomial terms.

lambda

optional scalar penalty, if "NULL" chosen via cross-validation.

Examples

set.seed(0)
X <- matrix(stats::rnorm(200), ncol=4)
bs <- basis_poly(X=X, d=1, degree=2)
bs$rho(X)