create_index_matrix {Sieve}

Create the index matrix for multivariate regression

Description

Create the index matrix for multivariate regression

Usage

create_index_matrix(xdim, basisN = NULL, maxj = NULL, interaction_order = 5)

Arguments

xdim

a number. It specifies the predictors' dimension.

basisN

a number. The number of basis function to use.

maxj

a number. We use this to specify the largest row product in the index list.

interaction_order

a number The maximum order of interaction. 1 means additive model, 2 means including pairwise interaction terms, etc.

Value

a matrix. The first column is the product of the indices, the rest columns are the index vectors for constructing multivariate basis functions.