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PCObw: Bandwidth Selector with Penalized Comparison to Overfitting Criterion
Bandwidth selector according to the Penalised Comparison to Overfitting (P.C.O.) criterion as described in Varet, S., Lacour, C., Massart, P., Rivoirard, V., (2019) <https://hal.archives-ouvertes.fr/hal-02002275>. It can be used with univariate and multivariate data.
Getting started
Browse package contents
Package details |
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| Author | S. Varet |
| Maintainer | S. Varet <suzanne.varet@universite-paris-saclay.fr> |
| License | GPL (>= 2) |
| Version | 0.0.1 |
| Package repository | View on CRAN |
| Installation |
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