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

1 |

`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 |

a numeric vector of smoothing parameters, corresponding to successive iterates

W.J. Braun

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