PI | R Documentation |
This function computes the data-driven bandwidth for smoothing the ROC (or distribution) function using the PI method of Beyene and El Ghouch (2020). This is an extension of the classical (unweighted) direct plug-in bandwith selection method to the case of weighted data.
PI(X, wt, ktype = "normal")
X |
The numeric vector of random variable. |
wt |
The non-negative weight vector. |
ktype |
A character string giving the type kernel to be used: " |
See Beyene and El Ghouch (2020) for details.
Returns the computed value for the bandwith parameter.
Kassu Mehari Beyene, Catholic University of Louvain. <kasu.beyene@uclouvain.be>
Anouar El Ghouch, Catholic University of Louvain. <anouar.elghouch@uclouvain.be>
Beyene, K. M. and El Ghouch A. (2020). Smoothed time-dependent ROC curves for right-censored survival data. submitted.
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