kfe: Kernel functional estimate

In ks: Kernel Smoothing

Kernel functional estimate

Description

Kernel functional estimate for 1- to 6-dimensional data.

Usage

kfe(x, G, deriv.order, inc=1, binned, bin.par, bgridsize, deriv.vec=TRUE,
    add.index=TRUE, verbose=FALSE)
Hpi.kfe(x, nstage=2, pilot, pre="sphere", Hstart, binned=FALSE, 
    bgridsize, amise=FALSE, deriv.order=0, verbose=FALSE, optim.fun="optim")
Hpi.diag.kfe(x, nstage=2, pilot, pre="scale", Hstart, binned=FALSE,
    bgridsize, amise=FALSE, deriv.order=0, verbose=FALSE, optim.fun="optim")
hpi.kfe(x, nstage=2, binned=FALSE, bgridsize, amise=FALSE, deriv.order=0)

Arguments

x	vector/matrix of data values
nstage	number of stages in the plug-in bandwidth selector (1 or 2)
pilot	"dscalar" = single pilot bandwidth (default) "dunconstr" = single unconstrained pilot bandwidth
pre	"scale" = pre.scale, "sphere" = pre.sphere
Hstart	initial bandwidth matrix, used in numerical optimisation
binned	flag for binned estimation
bgridsize	vector of binning grid sizes
amise	flag to return the minimal scaled PI value
deriv.order	derivative order
verbose	flag to print out progress information. Default is FALSE.
optim.fun	optimiser function: one of nlm or optim
G	pilot bandwidth matrix
inc	0=exclude diagonal, 1=include diagonal terms in kfe calculation
bin.par	binning parameters - output from binning
deriv.vec	flag to compute duplicated partial derivatives in the vectorised form. Default is FALSE.
add.index	flag to output derivative indices matrix. Default is true.

Details

Hpi.kfe is the optimal plug-in bandwidth for r-th order kernel functional estimator based on the unconstrained pilot selectors of Chacon & Duong (2010). hpi.kfe is the 1-d equivalent, using the formulas from Wand & Jones (1995, p.70).

kfe does not usually need to be called explicitly by the user.

Value

Plug-in bandwidth matrix for r-th order kernel functional estimator.

References

Chacon, J.E. & Duong, T. (2010) Multivariate plug-in bandwidth selection with unconstrained pilot matrices. Test, 19, 375-398.

Wand, M.P. & Jones, M.C. (1995) Kernel Smoothing. Chapman & Hall/CRC, London.

See Also

kde.test

ks documentation built on Sept. 30, 2024, 9:15 a.m.