predcvxpen:

Description

This function is only intended for an internal use.

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

dim

vector of sample size, size of newdata.

Newdata.

x-vector in cvx.pen.reg

zhat

prediction obtained from cvx.pen.reg

deriv

derivative vector obtained from cvx.pen.reg

Internal vector obtained from cpen function.

fun

vector containing the function estimate.

Internal vector set to zero.

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

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