glp.model.matrix {crs}

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 [e-mail]

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)