tnorm_rlcv: Likelihood cross-validation for truncated normal kernel...
In mig: Multivariate Inverse Gaussian Distribution

tnorm_rlcv

R Documentation

Likelihood cross-validation for truncated normal kernel density estimation

Robust likelihood cross-validation criterion function.

tnorm_rlcv(x, Omega, beta, an, xsamp, dxsamp, mckern = TRUE)

`x`	`n` by `d` matrix of observations
`Omega`	smoothing positive-definite matrix
`beta`	vector of constraints for the half-space
`an`	threshold for linear approximation
`xsamp`	`n` by `d` random sample for Monte Carlo estimation of bias
`dxsamp`	`n` vector of density for the points from `xsamp`
`mckern`	logical; if `TRUE`, uses the kernel as sampler for Monte Carlo estimation