Automate `pffr.GLS` iteration

refunders / refund

Regression with functional data

40 stars 23 forks source link

Open fabian-s opened 9 years ago

fabian-s commented 9 years ago

fosr defaults: 1 iteration, naive sample covariance
additional args for pffr: max.iter, cov.method
extract mod.chol-functionality from fosr, put into separate function & call from pffr

fabian-s commented 9 years ago

backwards compatibility:

allow for either hatSigma or fosr-type options
put pffrGLS estimation into utilitiy function, call either just once for old-stlye or do cov-estimation and iteration for new fosr-style.