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.
calcA(X,bx,kernelx="g")
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
.
The matrix of explanatory variables, size n, p.
The vector of bandwidth of length p.
Character string which allows to choose between gaussian kernel
("g"
), Epanechnikov ("e"
), uniform ("u"
),
quartic ("q"
).
Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober.
see the reference for detailed explanation of A and D and the meaning of coefficients.
ibr