predcvxpen {simest}

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

Description

This function is only intended for an internal use.

Usage

predcvxpen(dim, x, t, zhat, deriv, L, U, fun, P, Q, R)

Arguments

dim

vector of sample size, size of newdata.

x

Newdata.

t

x-vector in cvx.pen.reg

zhat

prediction obtained from cvx.pen.reg

deriv

derivative vector obtained from cvx.pen.reg

L

Internal vector obtained from cpen function.

U

Internal vector obtained from cpen function.

fun

vector containing the function estimate.

P

Internal vector set to zero.

Q

Internal vector set to zero.

R

Internal vector set to zero.

Details

The estimate is characterized by a fixed point equation which gives the algorithm for prediction.

Value

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

Author(s)

Arun Kumar Kuchibhotla, [e-mail].