lambda: Penalty Parameter Selector

In CHsharp: Choi and Hall Style Data Sharpening

Description

Data-driven selector of the penalty parameter, given a bandwidth.

Usage

lambda(x, y, h, d, xgrid, A, B, niterations=2) 

Arguments

x	numeric vector of predictor observations
y	numeric vector of observed responses
h	numeric bandwidth
d	numeric degree of local polynomial regression
xgrid	numeric vector of grid points where regression function is to be evaluated
A	numeric matrix, Smoother matrix
B	numeric matrix, based on penalty
niterations	number of iterations

Value

a numeric vector of smoothing parameters, corresponding to successive iterates

Author(s)

W.J. Braun

CHsharp documentation built on May 1, 2019, 6:48 p.m.