DOF_norm: Degrees of freedom (DOF) for the Normal kernel

View source: R/utility.R

DOF_normR Documentation

Degrees of freedom (DOF) for the Normal kernel

Description

Compute the Degrees of Freedom (DOF) of the normal Kernel centered with respect to the standard normal distribution, given the dimension d and the bandwidth parameter h.

Usage

DOF_norm(Sigma_h, V)

Arguments

Sigma_h

covariance matrix of the gaussian kernel

V

Covariance matrix of the tested distribution G

Value

a list containing the DOF and the coefficient c of the asymptotic distribution


QuadratiK documentation built on Oct. 29, 2024, 5:08 p.m.