glp.model.matrix {crs} | R Documentation |
Utility function for constructing generalized polynomial smooths
Description
Produce model matrices for a generalized polynomial smooth from the model matrices for the marginal bases of the smooth.
Usage
glp.model.matrix(X)
Arguments
X |
a list of model matrices for the marginal bases of a smooth |
Details
This function computes a generalized polynomial where the orders of each term entering the polynomial may vary.
Value
A model matrix for a generalized polynomial smooth.
Author(s)
Jeffrey S. Racine racinej@mcmaster.ca
References
Hall, P. and J.S. Racine (forthcoming), “Cross-Validated Generalized Local Polynomial Regression,” Journal of Econometrics.
Examples
X <- list(matrix(1:4,2,2),matrix(5:10,2,3))
glp.model.matrix(X)
[Package crs version 0.15-37 Index]