covafill-class {covafillr} | R Documentation |
A Reference Class for Local Polynomial Regression with covafill.
ptr
External pointer to the covafill C++ object
getBandwith()
Get the bandwith.
getDegree()
Get the polynomial degree.
getDim()
Get the dimension of the coordinates.
initialize(coord, obs, h = suggestBandwith(coord, p), p = 3L, ...)
Method to initialize the covafill. coord is a matrix of coordinates, obs is a vector of corresponding observations, h is a vector of bandwiths, and p is the polynomial degree.
predict(coord, se.fit = FALSE)
Predict function value and derivatives with local polynomial regression at coord. If se.fit=TRUE a list is returned with estimates and their standard deviations.
residuals(excludeRadius)
Get 'leave-neighborhood-out' residuals, i.e. local polynomial regression predictions excluding points within excludeRadius subtracted from the observation.
setBandwith(h)
Set the bandwith to h.
getRefClass('covafill') fn <- function(x) x ^ 4 - x ^ 2 x <- runif(2000,-3,3) y <- fn(x) + rnorm(2000,0,0.1) cf <- covafill(coord = x,obs = y,p = 5L) cf$getDim() cf$getDegree() cf$getBandwith() x0 <- seq(-1,1,0.1) y0 <- cf$predict(x0) par(mfrow=c(3,1)) plot(x0,y0[,1], main = "Function") lines(x0,fn(x0)) plot(x0, y0[,2], main = "First derivative") lines(x0, 4 * x0 ^ 3 - 2 * x0) plot(x0, y0[,3], main = "Second derivative") lines(x0, 3 * 4 * x0 ^ 2 - 2) cf$setBandwith(1.0) cf$getBandwith()