bw_tll: Bandwidth selection for the transformation local likelihood...
In kdecopula: Kernel Smoothing for Bivariate Copula Densities
bw_tll R Documentation
Bandwidth selection for the transformation local likelihood estimator
Description
The bandwidth is selected by a rule of thumb similar to bw_t.
Usage
bw_tll(udata, deg)
Arguments
udata
data.
deg
degree of the polynomial.
Details
The formula is
5 n^{-1 / (4q + 2)} \hat{\Sigma}^{1/2},
where \hat{Sigma} is empirical covariance matrix of the transformed
random vector and q = 1 for TLL1 and q = 2 for
TLL2.
Value
A 2 x 2 bandwidth matrix.
kdecopula documentation built on April 4, 2025, 2:28 a.m.
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| bw_tll | R Documentation |
Bandwidth selection for the transformation local likelihood estimator
Description
The bandwidth is selected by a rule of thumb similar to bw_t.
Usage
bw_tll(udata, deg)
Arguments
udata |
data. |
deg |
degree of the polynomial. |
Details
The formula is
5 n^{-1 / (4q + 2)} \hat{\Sigma}^{1/2},
where \hat{Sigma} is empirical covariance matrix of the transformed
random vector and q = 1 for TLL1 and q = 2 for
TLL2.
Value
A 2 x 2 bandwidth matrix.
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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