tracekernel: Trace of product kernel smoother

In ibr: Iterative Bias Reduction

Trace of product kernel smoother

Description

Evaluate the trace of the product of kernel smoother (Gaussian, Epanechnikov, Uniform, Quartic). This function is not intended to be used directly.

Usage

tracekernel(X,bx,kernelx,n,p)

Arguments

X	Matrix of explanatory variables, size n, p.
bx	The vector of different bandwidths, length p.
kernelx	Character string which allows to choose between gaussian kernel ("g"), Epanechnikov ("e"), uniform ("u"), quartic ("q").
n	Number of rows of X.
p	Number of columns of X.

Value

Evaluate the trace (effective degree of freedom) of the product kernel smoother.

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.