bandwidth.grid: Bandwidth Grid

In extremefit: Estimation of Extreme Conditional Quantiles and Probabilities

Bandwidth Grid

Description

Create either a geometric or an uniform grid of bandwidths between two values

Usage

bandwidth.grid(hmin, hmax, length = 20, type = "geometric")

Arguments

hmin	the minimum value of the grid.
hmax	the maximum value of the grid.
length	the length of the grid.
type	the type of grid, either geometric or uniform.

Details

The geometric grid is defined by:

grid(l) = hmin * exp( ( log(hmax)-log(hmin) ) / (length -1) ) ^ l , l = 0 , ... , (length -1)

Value

Return a geometric or uniform grid of size length between hmin and hmax.

Examples

hmin <- 0.05
hmax <- 0.2
length <- 20
(h.geometric <- bandwidth.grid(hmin, hmax, length, type = "geometric"))
(h.uniform <- bandwidth.grid(hmin, hmax, length, type = "uniform"))

extremefit documentation built on April 11, 2025, 6:10 p.m.