equivKernel: Equivalent Kernel.

In locpol: Kernel Local Polynomial Regression

Equivalent Kernel.

Description

Computes the Equivalent kernel for the local polynomial estimation.

Usage

equivKernel(kernel,nu,deg,lower=dom(kernel)[[1]],upper=dom(kernel)[[2]],
	subdivisions=25)

Arguments

nu	Orders of derivative to estimate.
deg	Degree of Local polynomial estimator.
kernel	Kernel used to perform the estimation, see Kernels
lower, upper	Integration limits.
subdivisions	the maximum number of subintervals.

Details

The definition of the Equivalent kernel for the local polynomial estimation can be found in page 64 in Fan and Gijbels(1996). The implementation uses computeMu to compute matrix S and then returns a function object

Value

Returns a vector whose components are the equivalent kernel used to compute the local polynomial estimator for the derivatives in nu.

Author(s)

Jorge Luis Ojeda Cabrera.

References

Fan, J. and Gijbels, I. Local polynomial modelling and its applications\/. Chapman & Hall, London (1996).

See Also

cteNuK, adjNuK.

Examples

##	Some kernels and equiv. for higher order
##	compare with p=1
curve(EpaK(x),-3,3,ylim=c(-.5,1))
f <- equivKernel(EpaK,0,3)
curve(f(x),-3,3,add=TRUE,col="blue")
curve(gaussK(x),-3,3,add=TRUE)
f <- equivKernel(gaussK,0,3)
curve(f(x),-3,3,add=TRUE,col="blue")
##	Draw several Equivalent locl polynomial kernels
curve(EpaK(x),-3,3,ylim=c(-.5,1))
for(p in 1:5){
	curve(equivKernel(gaussK,0,p)(x),-3,3,add=TRUE)
    }

locpol documentation built on Nov. 29, 2022, 9:05 a.m.