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")
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.