Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation


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Documentation for package ‘lgspline’ version 0.1.0

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%**% Efficient Matrix Multiplication Operator
coef.lgspline Extract model coefficients
create_onehot Create One-Hot Encoded Matrix
Details Lagrangian Multiplier Smoothing Splines: Mathematical Details
find_extremum Find Extremum of Fitted Lagrangian Multiplier Smoothing Spline
generate_posterior Generate Posterior Samples from Fitted Lagrangian Multiplier Smoothing Spline
leave_one_out Compute Leave-One-Out Cross-Validated predictions for Gaussian Response/Identity Link under Constraint.
lgspline Fit Lagrangian Multiplier Smoothing Splines
loglik_weibull Compute Log-Likelihood for Weibull Accelerated Failure Time Model
matinvsqrt Calculate Matrix Inverse Square Root
matsqrt Calculate Matrix Square Root
plot.lgspline Plot Method for Lagrangian Multiplier Smoothing Spline Models
predict.lgspline Predict Method for Fitted Lagrangian Multiplier Smoothing Spline
print.lgspline Print Method for lgspline Objects
print.summary.lgspline Print Method for lgspline Object Summaries
prior_loglik Log-Prior Distribution Evaluation for lgspline Models
summary.lgspline Summary method for lgspline Objects
wald_univariate Univariate Wald Tests and Confidence Intervals for Lagrangian Multiplier Smoothing Splines
weibull_dispersion_function Estimate Weibull Dispersion for Accelerated Failure Time Model
weibull_family Weibull Family for Survival Model Specification
weibull_glm_weight_function Weibull GLM Weight Function for Constructing Information Matrix
weibull_qp_score_function Compute gradient of log-likelihood of Weibull accelerated failure model without penalization
weibull_scale Estimate Scale for Weibull Accelerated Failure Time Model
weibull_shur_correction Correction for the Variance-Covariance Matrix for Uncertainty in Scale