bw_tt_pi: Nearest-neighbor bandwidth selection for the tapered...

Description Usage Arguments Value Author(s) References

Description

The smoothing parameters are selected by the method of Wen and Wu (2015).

Usage

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bw_tt_pi(udata, rho.add = TRUE)

bw_tt_cv(udata, rho.add = T)

Arguments

udata

data.

rho.add

logical; whether a rotation (correlation) parameter shall be included.

Value

Optimal smoothing parameters as in Wen and Wu (2015): a numeric vector of length 4; entries are (h, ρ, θ_1, θ_2).

Author(s)

Kuangyu Wen

References

Wen, K. and Wu, X. (2015). Transformation-Kernel Estimation of the Copula Density, Working paper, http://agecon2.tamu.edu/people/faculty/wu-ximing/agecon2/public/copula.pdf


kdecopula documentation built on May 2, 2019, 1:06 a.m.