suggestBandwith: Suggest bandwith for local polynomial regression
In covafillr: Local Polynomial Regression of State Dependent Covariates in State-Space Models
Description
Usage
Arguments
Value
Author(s)
Description
The bandwith is suggested coordinate wise to be
0.9 √{5} \min≤ft(sd(x),\frac{IQR(x)}{1.349}\right) n ^{-\frac{1}{d+4}} (p+1)
where p is the polynomial degree used and n is the number of coordinate points.
Usage
1
suggestBandwith(X, p)
Arguments
X
A numeric matrix or vector of data coordinates
p
Polynomial degree to base the suggestion on
Value
a vector or scalar of suggested bandwiths
Author(s)
Christoffer Moesgaard Albertsen
covafillr documentation built on Dec. 1, 2019, 1:17 a.m.
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Description Usage Arguments Value Author(s)
Description
The bandwith is suggested coordinate wise to be
0.9 √{5} \min≤ft(sd(x),\frac{IQR(x)}{1.349}\right) n ^{-\frac{1}{d+4}} (p+1)
where p is the polynomial degree used and n is the number of coordinate points.
Usage
1 | suggestBandwith(X, p)
|
Arguments
X |
A numeric matrix or vector of data coordinates |
p |
Polynomial degree to base the suggestion on |
Value
a vector or scalar of suggested bandwiths
Author(s)
Christoffer Moesgaard Albertsen
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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