 Usage:  gest = intest(t,y,h,g,loc{,opt})  

 

 Input:



  t                      n x p matrix , the observed explanatory variable 

                         where the directions of interest have to be the 

                         first p columns 

                         

  y                      n x q matrix , the observed 

                         response variables 

                         

  h                      p(pg) x 1 or 1 x 1 matrix , chosen bandwidth for 

                         the directions of interest 

                         

  g                      p x 1 or 1 x 1 matrix , chosen bandwidth for 

                         the directions not of interest 

                         

  loc                    dummy, for loc=0 local constant (Nad. Wats.), 

                         for loc=1 local linear and for loc=2 local 

                         quadratic estimator will be used 

                         

  opt.tg                 ng x pg vector, a grid for continuous part. If tg is 

                         given, the nonparametric function will be 

                         computed on this grid. 

                         

  opt.shf                integer, (show-how-far) if exists and =1, an output 

                         is produced which indicates how the iteration 

                         is going on (additive function / point of estimation / 

                         number of iteration). 

                         

 Output:



  gest                   n(ng) x pp x q matrix, containing the marginal 

                         integration estimates of the additive components 

                         in the first p columns, the derivatives in the 

                         followings, so pp = pg*(loc+1) 

                         

--------------------------------------------------------------

(C) MD*TECH Method and Data Technologies, 21.9.2000

