compute_fitted function gives the fitted values over the input grid points for the fixed tuning parameter λ.
compute_fitted(x, sm)
Arguments
x: grid points
sm: List of plde fit
Details
compute_fitted function computes fitted values of estimates having support for the given data by scaling back and change of variable technique. For more details, see Section 3.2 of the reference.
See Also
legendre_polynomial
Author(s)
JungJun Lee, Jae-Hwan Jhong, Young-Rae Cho, SungHwan Kim, Ja-yong Koo
References
JungJun Lee, Jae-Hwan Jhong, Young-Rae Cho, SungHwan Kim and Ja-Yong Koo. "Penalized Log-density Estimation Using Legendre Polynomials." Submitted to Communications in Statistics - Simulation and Computation (2017), in revision.