departnoyau: Trace of the product kernel smoother

In ibr: Iterative Bias Reduction

Trace of the product kernel smoother

Description

Search bandwidth for each univariate kernel smoother such that the product of these univariate kernel gives a kernel smoother with a chosen effective degree of freedom (trace of the smoother). The bandwidths are constrained to give, for each explanatory variable, a kernel smoother with same trace as the others. This function is not intended to be used directly.

Usage

departnoyau(df, x, kernel, dftobwitmax, n, p, dfobjectif)

Arguments

df	A numeric vector giving the effective degree of freedom (trace) of the univariate smoothing matrix for each variable of x.
x	Matrix of explanatory variables, size n, p.
kernel	Character string which allows to choose between gaussian kernel ("g"), Epanechnikov ("e"), uniform ("u"), quartic ("q").
dftobwitmax	Specifies the maximum number of iterations transmitted to uniroot function.
n	Number of rows of data matrix x.
p	Number of columns of data matrix x.
dfobjectif	A numeric vector of length 1 which indicates the desired effective degree of freedom (trace) of the smoothing matrix (product kernel smoother) for x.

Value

Returns the desired bandwidths.

Author(s)

Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober.

See Also

ibr

ibr documentation built on Sept. 13, 2023, 5:08 p.m.