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
X
The matrix of explanatory variables, size n, p.
bx
The vector of bandwidth of length p.
kernelx
Character string which allows to choose between gaussian kernel
("g"), Epanechnikov ("e"), uniform ("u"),
quartic ("q").
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.