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alphawest
2005 Jun 07
0
Smooth monotone estimation on R
...follow the example posted on the web, but in our case it did not apply.
We always get a straight line in response.
Which parameters we should change.
ind.basis = create.bspline.basis(c(min(time),max(time)),nbasis=38,norder=4)
Wfdob = data2fd(rep(0,length(time)),time,ind.basis)
fd = data2fd(alphaest,time,ind.basis)
solution= smooth.monotone(time,alphaest,Wfdobj=Wfdob,lambda=0.1, conv=0.01)
Alpha = solution$beta[1]+solution$beta[2]*eval.monfd(time,solution$Wfdobj)
plot(Alpha)
Thanks a lot.
Best,
Rafa
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