simest (version 0.4)

derivcvxpec:

Description

This function is only intended for an internal use.

Usage

derivcvxpec(dim, t, zhat, D, kk)

Arguments

dim

vector of sample size, size of newdata and which derivative to compute.

t

x-vector in cvx.lse.reg and others.

zhat

prediction obtained from cvx.lse.reg and others.

D

derivative vector obtained from cvx.lse.reg and others.

kk

vector storing the final prediction.

Value

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

Details

The estimate is a linear interpolator and the algorithm implements this.