loc_constant: Nonparametric smoothing

In mlrv: Long-Run Variance Estimation in Time Series Regression

Nonparametric smoothing

Description

Nonparametric smoothing

Usage

loc_constant(bw, x, y, db_kernel = 0L)

Arguments

bw	double, bandwidth, between 0 and 1.
x	vector, covariates
y	matrix, response variables
db_kernel	bool, whether to use jackknife kernel, default 0

Value

a matrix of smoothed values

Examples

n <- 800
p <- 3
t <- (1:n)/n
V <-  matrix(rnorm(n * p), nrow = p)
V3 <- loc_constant(0.2, t, V,1)

mlrv documentation built on Sept. 11, 2024, 6:57 p.m.