kernelCtes: Kernel Constants used in Bandwidth Selection.

In locpol: Kernel Local Polynomial Regression

Kernel Constants used in Bandwidth Selection.

Description

These are values depending on the kernel and the local polynomial degrees that are used in bandwidth selection, as proposed in Fan and Gijbels(1996).

Usage

cteNuK(nu,p,kernel,lower=dom(kernel)[[1]],upper=dom(kernel)[[2]],
	subdivisions= 25)
adjNuK(nu,p,kernel,lower=dom(kernel)[[1]],upper=dom(kernel)[[2]],
	subdivisions= 25)

Arguments

nu	Order of derivative to estimate.
p	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

cteNuK is computed using Compute kernel values and link{equivKernel} jointly with the numerical integration utility integrate. adjNuK is implemented using quotients of previous functions. See Fan and Gijbels(1996) pages 67 and 119.

Value

Both functions returns numeric values.

Author(s)

Jorge Luis Ojeda Cabrera.

References

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

Wand, M.~P. and Jones, M.~C. Kernel smoothing\/. Chapman and Hall Ltd., London (1995).

See Also

regCVBwSelC, pluginBw, integrate.

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