Calculate out of sample linear fit predictions using regularization. Zero indexed.

xlin_fits(x, y, w, i, j)

Arguments

x

NumericVector, explanatory variable (length>=2).

y

NumericVector, values fit.

w

NumericVector, weights (positive).

i

integer, first index (inclusive).

j

integer, j>=i+2 last index (inclusive);

Value

vector of predictions.

Examples

xlin_fits(c(1, 2, 3, 4), c(1, 2, 2, 1), c(1, 1, 1, 1), 0, 3)
#> [1] 2.666715 1.285715 1.285712 2.666668