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ibr (version 1.3.1)

calcA: Decomposition of the kernel smoother

Description

Calculates the decomposition of the kernel smoothing matrix in two part: a diagonal matrix D and a symmetric matrix A. This function is not intended to be used directly.

Usage

calcA(X,bx,kernelx="g")

Arguments

Value

Returns a list containing two matrices: the symmetric matrix A in component A) and the square root of the diagonal matrix D in the component Ddemi and the trace of the smoother in the component df.

Details

see the reference for detailed explanation of A and D and the meaning of coefficients.

See Also

ibr