MonoMat {sharpData}

Matrix of derivative coefficients for local polynomial estimates

Description

This computes a matrix of coefficients of the first derivatives of monotonic local linear sharpening problem.

Usage

MonoMat(xgrid, x,  h, d)

Arguments

xgrid

numeric vector of locations where monotonicity constraint is to be enforced

x

numeric explanatory vector

h

numeric bandwidth

d

local polynomial degree, can be either 0 or 1

Value

a list containing the A matrix and the number of rows in A.

Author(s)

W.J. Braun