mopt: Estimation of the optimal subsample size for bagged CV

In baggedcv: Bagged Cross-Validation for Kernel Density Bandwidth Selection

Description

Estimation of the optimal subsample size for bagged CV

Usage

mopt(x, N, r = 1000, s = 100, ncores = parallel::detectCores())

Arguments

x	Vector. Sample.
N	Positive integer. Number of subsamples for the bagged bandwidth.
r	Positive integer. Size of the subsamples.
s	Positive integer. Number of subsamples.
ncores	Positive integer. Number of cores with which to parallelize the computations.

Details

Estimates the optimal size of the subsamples for the bagged CV bandwidth selector.

Value

Estimate of the optimal subsample size.

Examples

set.seed(1)
x <- rt(10^5, 5)
mopt(x, 500, 500, 10, 2)

baggedcv documentation built on July 26, 2019, 9:03 a.m.