simest (version 0.4-1-1)

predcvxpen: C code for prediction of cvx.lse.reg, cvx.lip.reg and cvx.lse.con.reg, function and derivatives

Description

This function is only intended for an internal use.

Usage

predcvxpen(dim, x, t, zhat, deriv, L, U, fun, P, Q, R)

Value

Does not return anything. Changes the inputs according to the algorithm.

Arguments

dim

vector of sample size, size of newdata.

x

Newdata.

t

x-vector in cvx.pen.reg

zhat

prediction obtained from cvx.pen.reg

deriv

derivative vector obtained from cvx.pen.reg

L

Internal vector obtained from cpen function.

U

Internal vector obtained from cpen function.

fun

vector containing the function estimate.

P

Internal vector set to zero.

Q

Internal vector set to zero.

R

Internal vector set to zero.

Author

Arun Kumar Kuchibhotla

Details

The estimate is characterized by a fixed point equation which gives the algorithm for prediction.