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.