dij {HQM}R Documentation

D matrix entries, used for the implementation of the local linear kernel

Description

Calculates the entries of the D matrix in the definition of the local linear kernel

Usage

dij(b,x,y, K)

Arguments

x

A vector of design points where the kernel will be evaluated.

y

A vector of sample data points.

b

The bandwidth to use (a scalar).

K

The kernel function to use.

Details

Implements the caclulation of all d \times d entries of matrix D, which is part of the definition of the local linear kernel. The actual calculation is performed by

d_{jk} = \sum_{i=1}^n \int_0^T K_b(x-X_i(s))\{x-X_{ij}(s)\}\{x-X_{ik}(s)\} Z_i(s)ds,

Value

scalar value, the result of d_{jk}.


[Package HQM version 1.0 Index]