bw_IMSE: Internal function.

In lpdensity: Local Polynomial Density Estimation and Inference

Internal function.

Description

Calculates integrated MSE-optimal bandwidth.

Usage

bw_IMSE(
  data,
  grid,
  p,
  v,
  kernel,
  Cweights,
  Pweights,
  massPoints,
  stdVar,
  regularize,
  nLocalMin,
  nUniqueMin
)

Arguments

data	Numeric vector, the data.
grid	Numeric vector, the evaluation points.
p	Integer, polynomial order.
v	Integer, order of derivative.
kernel	String, the kernel.
Cweights	Numeric vector, the counterfactual weights.
Pweights	Numeric vector, the survey sampling weights.
massPoints	Boolean, whether whether point estimates and standard errors should be corrected if there are mass points in the data.
stdVar	Boolean, whether the data should be standardized for bandwidth selection.
regularize	Boolean, Whether the bandwidth should be regularized.
nLocalMin	Nonnegative integer, minimum number of observations in each local neighborhood.
nUniqueMin	Nonnegative integer, minimum number of unique observations in each local neighborhood.

Value

Scalar: a single bandwidth.

lpdensity documentation built on Jan. 22, 2023, 1:39 a.m.