<!--1-line descr of function--> matS

Auxiliary function for frob().

DESCRIPTION:

Auxiliary function for frob() which computes the smoother matrix S.

USAGE:

matS(xx, lambda, wei, n.orig)

REQUIRED ARGUMENTS:

xx
Values of the predictor variable.
lambda
Smoothing parameter.
wei
weights used in the fit.
n.orig
Number of original observations.

VALUE:

The smoother matrix S.

REFERENCES:

Eva Cantoni and Elvezio Ronchetti, "Resistant Selection of the Smoothing Paramater for Smooting Splines", 2001, Statistics and Computing, 11, 141-146.

SEE ALSO:

frob.