derivcvxpec {simest}

C code for prediction using cvx.lse.reg, cvx.lip.reg and cvx.lse.con.reg.

Description

This function is only intended for an internal use.

Usage

derivcvxpec(dim, t, zhat, D, kk)

Arguments

dim

vector of sample size, size of newdata and which derivative to compute.

t

x-vector in cvx.lse.reg and others.

zhat

prediction obtained from cvx.lse.reg and others.

D

derivative vector obtained from cvx.lse.reg and others.

kk

vector storing the final prediction.

Details

The estimate is a linear interpolator and the algorithm implements this.

Value

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

Author(s)

Arun Kumar Kuchibhotla, [e-mail].