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.; Jegou, N. and Matzner-Lober, E. (2012)
Iterative bias reduction: a comparative study.
Statistics and Computing. Doi: 10.1007/s11222-012-9346-4 Cornillon, P.-A.; Hengartner, N. and Matzner-Lober, E. (2013)
Recursive bias estimation for multivariate regression smoothers Recursive
bias estimation for multivariate regression smoothers.
ESAIM: Probability and Statistics. Doi: http://dx.doi.org/10.1051/ps/2013046