kde: Kernel Density Estimation

In covafillr: Local Polynomial Regression of State Dependent Covariates in State-Space Models

Description

Wrapper for the covafill reference class to do kernel density estimation.

Usage

kde(X, bw = suggestBandwith(X, -1), npred = 100, from = min(X), to = max(X))

Arguments

X	A numeric matrix or vector of data coordinates
bw	Bandwith used
npred	Number of coordinate wise equally spaced points at which the density is to be estimated. The numbers are repeated if the length is less than the dimension of the coordinates.
from	Coordinate wise lower bound of points at which the density is to be estimated. The numbers are repeated if the length is less than the dimension of the coordinates.
to	Coordinate wise upper bound of points at which the density is to be estimated. The numbers are repeated if the length is less than the dimension of the coordinates.

Value

a list of coordinates and corresponding density estimates

Author(s)

Christoffer Moesgaard Albertsen

covafillr documentation built on Dec. 1, 2019, 1:17 a.m.