NWmat {sharpData}R Documentation

Smoother Matrix for Nadaraya-Watson Local Constant Regression

Description

This function computes the A matrix for use in quadprog. This matrix corresponds to the derivative matrix for constrained sharpening in the monotonic regression problem.

Usage

NWmat(xgrid, x, h, kernel = "biweight")

Arguments

xgrid

a vector of gridpoints to evaluate estimate at

x

a vector containing the predictor data

h

a scalar bandwidth

kernel

a character string naming the kernel function

Value

a matrix

Author(s)

W.J. Braun


[Package sharpData version 1.2 Index]