fittedA: Evaluates the fits for iterative bias reduction method
Description
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.Usage
fittedA(n, eigenvaluesA, tPADmdemiY, DdemiPA, ddlmini, k)
Value
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.Details
See the reference for detailed explanation of A and D.References
Cornillon, P. A., Hengartner, N. and Matzner-Lober, E. (2009) Recursive
Bias Estimation for high dimensional regression smoothers. submitted.