Description Usage Arguments Details Value References
Implements the local kernel weights which are used in the implementation of LocLinEst
and the second derivative estimate used in PlugInBand
.
1 2 3 4 5 6 7 8 9 10 11 |
xin |
A vector of data points, typicaly these are the bin centers. Missing values not allowed. |
xout |
A vector of data points where the estimate will be evaluated. |
h |
A scalar. The bandwidth to use. |
kfun |
The kernel function to use. |
Y |
Empirical hazard rate estimates. |
The functions calculate the quantities
S_{n,l}(x) = ∑_{i=1}^n K ≤ft (\frac{x_i-x}{h}\right ) (x_i-x)^l, l=0,…,6
and
T_{n,l}(x) = ∑_{i=1}^n K ≤ft (\frac{x_i-x}{h}\right ) (x_i-x)^l Y_i, l=0,…,3
These qunatities are used to adjust the hazard rate estimate and its second derivative in the boundary.
The weight of the functional at x
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