np.plot: General Purpose Plotting of Nonparametric Objects

In np: Nonparametric Kernel Smoothing Methods for Mixed Data Types

General Purpose Plotting of Nonparametric Objects

Description

Plotting is provided via plot S3 methods, which generate plots of nonparametric statistical objects such as regressions, quantile regressions, partially linear regressions, single-index models, densities and distributions, given training data and a bandwidth object. plot(...) is the supported public interface.

Usage

## S3 method for class 'bandwidth'
plot(x, ...)

## S3 method for class 'conbandwidth'
plot(x, ...)

## S3 method for class 'plbandwidth'
plot(x, ...)

## S3 method for class 'rbandwidth'
plot(x, ...)

## S3 method for class 'scbandwidth'
plot(x, ...)

## S3 method for class 'sibandwidth'
plot(x, ...)

Arguments

Plot Object

This argument identifies the object to plot.

x	a bandwidth specification. This should be a bandwidth object returned from an invocation of npudensbw, npcdensbw, npregbw, npplregbw, npindexbw, or npscoefbw.

Additional Arguments

Further graphical controls are passed through ... to the relevant plot method.

...

additional arguments supplied to control plotting behavior or passed through to underlying plotting helpers where supported. Named options passed via ... include: xdat, ydat, zdat training data used when plotting bandwidth objects. xdat is the regressor/conditioning data, ydat is the response or conditional outcome data, and zdat is the auxiliary semiparametric covariate block when relevant. data an optional data.frame used to resolve stored formula calls when explicit training data arguments are not supplied. xq, yq, zq quantiles used to hold non-plotted variables fixed when constructing slices. xtrim, ytrim, ztrim trimming/expansion controls for the evaluation support. neval the number of evaluation points used for each plotted continuous margin. common.scale a logical value specifying whether multiple panels should share a common plotting scale when feasible. perspective a logical value specifying whether bivariate continuous surfaces are displayed with persp-style plots when relevant. renderer the surface-rendering backend for eligible bivariate continuous plots. "base" uses the existing base R persp path. "rgl" is currently a fail-closed backend for supported plain 2D surface routes in npreg/npregbw, npplreg/npplregbw, npscoef/npscoefbw, npudens/npudensbw, npudist/npudistbw, npcdens/npcdensbw, and npcdist/npcdistbw. In this tranche, renderer="rgl" requires perspective=TRUE, view="fixed" and plot.behavior="plot"; unsupported combinations still error rather than falling back silently. The suggested package rgl must be installed when renderer="rgl" is requested. When drawn, the rgl surface is displayed via the active rgl backend, which on this rollout path is typically the RStudio Viewer or a browser/WebGL window rather than the base graphics plot pane. When col is omitted, the rgl surface uses a value-based hcl.colors(..., "viridis") gradient. When the inherited base-view defaults theta=0 and phi=20 are left unchanged, the rgl backend remaps that default camera to a more informative oblique view for this rollout tranche. For the currently supported npreg, npplreg, and plain mean-surface npscoef surface routes, plot.data.overlay=TRUE adds observed data as an interactive point cloud. For all currently supported rgl surface routes, plot.errors.method != "none" adds interval surfaces; plot.errors.type="all" draws pointwise, simultaneous, and bonferroni band families with distinct, colorblind-safer colors when those bands are available for the route. Unsupervised and conditional density/distribution surface routes do not use observed-data point overlays in this tranche. For npscoef/npscoefbw, renderer="rgl" currently applies only to the plain mean-surface route; coefficient-mode plots remain on the base renderer. Common rgl display controls may be supplied directly in ... on supported routes, including surface arguments such as alpha, back, and front, and view arguments such as fov and zoom. Additional backend-specific arguments may be passed through using prefixed names in ..., namely rgl.persp3d.<arg>, rgl.view3d.<arg>, rgl.par3d.<arg>, rgl.grid3d.<arg>, and rgl.widget.<arg>, and rgl.legend3d.<arg>. For the new overlay layers, rgl.points3d.<arg> customizes observed-point overlays and rgl.surface3d.<arg> customizes interval surfaces. When plot.errors.type="all" is used on supported rgl routes, a matching interactive legend is drawn, and rgl.legend3d.<arg> may be used to customize it, for example rgl.legend3d.bty="o" to restore a legend box. By default, these legends follow the base-graphics uncertainty legend convention and are drawn without a surrounding box. gradients, gradient.order derivative plotting controls for families that support gradients/derivatives. coef, coef.index coefficient-function plotting controls for semiparametric families where supported. tau the quantile index used for quantile-regression-related plotting routes when relevant. view, theta, phi view controls for bivariate continuous surface plots. plot.behavior one of "plot", "plot-data", or "data". plot.data.overlay logical; when TRUE, overlay raw data points on regression surface plots (currently npreg, npscoef, and npplreg) and expand plot limits to include the data. The option is ignored for derivative/gradient plots and coefficient plots. Overlay points default to small, light markers and can be customized with standard points() arguments passed via ... (for example pch, cex, col, and bg). Default is TRUE. plot.rug logical; when TRUE, draw a rug-style support cue for the plotted coordinates. For ordinary 1D base plots this behaves like a standard rug. For eligible 2D surface plots, the base renderer draws short floor-rug ticks and renderer="rgl" draws the analogous 3D floor-rug ticks on supported surface routes. In this rollout tranche, plot.rug=TRUE is implemented across the current base plot families and across supported rgl surface routes; unsupported renderer/geometry combinations still fail clearly rather than being ignored silently. On mixed base plot layouts, rug marks are drawn for continuous panels and omitted for categorical panels. This option is distinct from plot.data.overlay: plot.rug shows where observations lie in the plotted covariate support, while plot.data.overlay is the regression-only 3D response overlay used on supported surface plots. On supported regression surfaces, both options may be used together. Default is FALSE. plot.errors.method one of "none", "bootstrap", or "asymptotic". plot.errors.boot.method the bootstrap resampling scheme. Regression-family plots support "wild", "inid", "fixed", and "geom"; density/distribution-family plots support "inid", "fixed", and "geom". plot.errors.boot.nonfixed for non-fixed density/distribution bootstrap routes, one of "exact" or "frozen". plot.errors.boot.wild the wild-bootstrap multiplier distribution, one of "rademacher" or "mammen", when relevant. plot.errors.boot.blocklen, plot.errors.boot.num the dependent-bootstrap block length and the bootstrap replication count. plot.errors.center one of "estimate" or "bias-corrected". plot.errors.type one of "pmzsd", "pointwise", "bonferroni", "simultaneous", or "all". plot.errors.alpha the nominal significance level used for interval/band construction. plot.errors.style, plot.errors.bar, plot.errors.bar.num controls for band- versus bar-style uncertainty displays. plot.bxp, plot.bxp.out boxplot-style bootstrap summary controls for factor/categorical displays when available. plot.par.mfrow a logical value specifying whether par(mfrow=...) should be managed automatically for multi-panel layouts. proper, proper.method, proper.control controls for proper conditional density/distribution handling where implemented. main, sub, xlab, ylab, zlab, col, border, type, lty, lwd, xlim, ylim, zlim, cex.axis, cex.lab, cex.main, cex.sub standard graphical controls forwarded to the underlying plotting primitives when relevant. random.seed an optional random seed used to make bootstrap plotting reproducible.

Details

Documentation guide: see np.kernels for kernels and np.options for global options.

The preferred public interface is plot on fitted or bandwidth objects (e.g., plot(fit) or plot(bw)).

plot is a general purpose plotting routine for visually exploring objects generated by the np library, such as regressions, quantile regressions, partially linear regressions, single-index models, densities and distributions. There is no need to call plot directly: plotting is handled by class-specific S3 plot methods for objects generated by the np package.

Visualizing one and two dimensional datasets is a straightforward process. The default behavior of plot is to generate a standard 2D plot to visualize univariate data, and a perspective plot for bivariate data. When visualizing higher dimensional data, plot resorts to plotting a series of 1D slices of the data. For a slice along dimension i, all other variables at indices j \ne i are held constant at the quantiles specified in the jth element of xq. The default is the median.

The slice itself is evaluated on a uniformly spaced sequence of neval points. The interval of evaluation is determined by the training data. The default behavior is to evaluate from min(txdat[,i]) to max(txdat[,i]). The xtrim variable allows for control over this behavior. When xtrim is set, data is evaluated from the xtrim[i]th quantile of txdat[,i] to the 1.0-xtrim[i]th quantile of txdat[,i].

Furthermore, xtrim can be set to a negative value in which case it will expand the limits of the evaluation interval beyond the support of the training data, by measuring the distance between min(txdat[,i]) and the xtrim[i]th quantile of txdat[,i], and extending the support by that distance on the lower limit of the interval. plot uses an analogous procedure to extend the upper limit of the interval.

Plot interval/error types are:

  "pmzsd"        : point estimate +/- z_(1-alpha/2) * standard error
  "pointwise"    : per-point two-sided interval from N(0,1) quantiles
  "bonferroni"   : pointwise interval with alpha replaced by alpha/m
  "simultaneous" : joint-band interval (bootstrap route)
  

where m is the number of evaluation points used in the plotted curve/surface (m=\texttt{neval} for univariate curves, typically m=\texttt{neval}^2 for full 2D perspective surfaces).

For asymptotic intervals, let T(x) denote the plotted functional (mean, gradient, density, distribution, etc.) and \widehat{se}(x) its asymptotic standard error: T(x)\pm z_{1-\alpha/2}\widehat{se}(x) for "pmzsd" and [T(x)+z_{\alpha/2}\widehat{se}(x),\ T(x)+z_{1-\alpha/2}\widehat{se}(x)] for "pointwise". "bonferroni" applies the same pointwise construction with \alpha/m in place of \alpha. For the kernel estimators in this package, asymptotic simultaneous bands are not generally available, so "simultaneous" with plot.errors.method="asymptotic" returns NA bands. Asymptotic standard errors are taken from fitted-object components such as merr, gerr, derr, conderr, and congerr where implemented.

Bootstrap resampling is conducted pairwise on (y,X,Z) (i.e., by resampling rows of (y,X) or (y,X,Z) as appropriate). Bootstrap method support differs by estimator family:

  Regression-family (npreg/npindex/npscoef/npplreg): wild, inid, fixed, geom
  Density/distribution-family (npudens/npudist/npcdens/npcdist): inid, fixed, geom
  

hence "wild" is only available for regression-family plotting.

Implementation notes for speed:

  wild            : fast np*hat linear-operator bootstrap path
  inid/fixed/geom : fast direct helper path (no internal bandwidth search)
  

For non-fixed density/distribution bootstrap, an explicit experimental approximation is available via plot.errors.boot.nonfixed=c("exact","frozen"). The default "exact" route recomputes the non-fixed geometry for each resample. The experimental "frozen" route reuses the original-sample non-fixed geometry throughout the bootstrap run. This option is currently implemented only for unconditional and conditional density/distribution bootstrap routes and remains off by default. For generalized/adaptive nearest-neighbor runs, "frozen" is an approximation that can alter interval/band width by holding the original-sample nearest-neighbor geometry fixed across bootstrap resamples; "exact" remains the recommended setting for production inference. This approximation can be more noticeable for conditional density/distribution plotting than for the regression-style plot families because the conditional bootstrap paths freeze both numerator and denominator nearest-neighbor geometry before recombining them. In practice, conditional distribution bands are often closer, while conditional density bands can differ more materially from "exact" under generalized/adaptive nearest-neighbor bandwidths. For smooth coefficient plots (npscoef) under non-fixed bandwidths, "exact" can also be much more expensive than "frozen" on large jobs, because the coefficient field must be recomputed for each bootstrap resample rather than reusing the original-sample geometry. This recomputation cannot in general be avoided without a more aggressive approximation: for npscoef the local weighted systems that define the coefficient vector depend on the bootstrap resample weights/counts at each evaluation point, so unlike npplreg there is no single global coefficient vector that can be updated once per draw. inid admits general heteroskedasticity of unknown form, though it does not allow for dependence. fixed conducts Kunsch's (1988) block bootstrap for dependent data, while geom conducts Politis and Romano's (1994) stationary bootstrap.

For local polynomial conditional density/distribution plotting (npcdens/npcdist with regtype="ll" or regtype="lp") and proper=TRUE, the plotted estimate is rendered proper slice-by-slice on the fixed evaluation grid: each conditional density slice is projected to be nonnegative and to integrate to one using trapezoidal quadrature weights from the evaluation y-grid, while each conditional distribution slice is projected to be monotone and bounded in [0,1]. When plot.errors.method="bootstrap", the bootstrap resample surfaces are computed first on that same fixed grid and then properized resample-by-resample using the same grid geometry before "pointwise", "bonferroni", "simultaneous", and "all" bands are constructed. Thus the bootstrap distribution used to form these bands is built from properized resample surfaces. The final lower/upper band surfaces are interval envelopes and are not themselves separately re-projected to satisfy the density/distribution shape constraints.

For consistency of the block and stationary bootstrap, the (mean) block length b should grow with the sample size n at an appropriate rate. If b is not given, then a default growth rate of const \times n^{1/3} is used. This rate is “optimal” under certain conditions (see Politis and Romano (1994) for more details). However, in general the growth rate depends on the specific properties of the DGP. A default value for const (3.15) has been determined by a Monte Carlo simulation using a Gaussian AR(1) process (AR(1)-parameter of 0.5, 500 observations). const has been chosen such that the mean square error for the bootstrap estimate of the variance of the empirical mean is minimized.

The default bootstrap replication count is plot.errors.boot.num=1999. For pointwise tails, ensure B \ge \lceil 2/\alpha - 1 \rceil so \alpha(B+1) is feasible on the bootstrap rank grid. For interval types "bonferroni", "simultaneous", and "all", the minimum recommended count is B_{\min}=\lceil 2m/\alpha-1 \rceil, where m is the number of evaluation points used by the plotted curve/surface. For full 2D perspective grids this is typically m=\texttt{neval}^2. When B is below these thresholds, plotting proceeds but warning guidance is reported.

Typical plotting calls:

  ## Asymptotic pointwise/bonferroni intervals
  plot(bw, plot.errors.method="asymptotic", plot.errors.type="pointwise")
  plot(bw, plot.errors.method="asymptotic", plot.errors.type="bonferroni")

  ## Regression-family bootstrap (wild available)
  plot(bw, plot.errors.method="bootstrap", plot.errors.boot.method="wild")

  ## Density/distribution-family bootstrap (use inid/fixed/geom)
  plot(bw, plot.errors.method="bootstrap", plot.errors.boot.method="inid")
  

Value

Setting plot.behavior will instruct plot what data to return. Option summary:
plot: instruct plot to just plot the data and return NULL
plot-data: instruct plot to plot the data and return the data used to generate the plots. The data will be a list of objects of the appropriate type, with one object per plot. For example, invoking plot on 3D density data will have it return a list of three npdensity objects. If biases were calculated, they are stored in a component named bias
data: instruct plot to generate data only and no plots

Usage Issues

If you are using data of mixed types, then it is advisable to use the data.frame function to construct your input data and not cbind, since cbind will typically not work as intended on mixed data types and will coerce the data to the same type.

Author(s)

Tristen Hayfield [e-mail], Jeffrey S. Racine [e-mail]

References

Aitchison, J. and C.G.G. Aitken (1976), “Multivariate binary discrimination by the kernel method,” Biometrika, 63, 413-420.

Hall, P. and J.S. Racine and Q. Li (2004), “Cross-validation and the estimation of conditional probability densities,” Journal of the American Statistical Association, 99, 1015-1026.

Kunsch, H.R. (1989), “The jackknife and the bootstrap for general stationary observations,” The Annals of Statistics, 17, 1217-1241.

Li, Q. and J.S. Racine (2007), Nonparametric Econometrics: Theory and Practice, Princeton University Press.

Pagan, A. and A. Ullah (1999), Nonparametric Econometrics, Cambridge University Press.

Politis, D.N. and J.P. Romano (1994), “The stationary bootstrap,” Journal of the American Statistical Association, 89, 1303-1313.

Scott, D.W. (1992), Multivariate Density Estimation. Theory, Practice and Visualization, New York: Wiley.

Silverman, B.W. (1986), Density Estimation, London: Chapman and Hall.

Wang, M.C. and J. van Ryzin (1981), “A class of smooth estimators for discrete distributions,” Biometrika, 68, 301-309.

See Also

np.kernels, np.options np.options

Examples

## Not run: 
# EXAMPLE 1: For this example, we load Giovanni Baiocchi's Italian GDP
# panel (see Italy for details), then create a data frame in which year
# is an ordered factor, GDP is continuous, compute bandwidths using
# likelihood cross-validation, then create a grid of data on which the
# density will be evaluated for plotting purposes

data("Italy")
attach(Italy)

data <- data.frame(ordered(year), gdp)

# Compute bandwidths using likelihood cross-validation (default). Note
# that this may take a minute or two depending on the speed of your
# computer...

bw <- npudensbw(dat=data)

# You can always do things manually, as the following example demonstrates

# Create an evaluation data matrix

year.seq <- sort(unique(year))
gdp.seq <- seq(1,36,length=50)
data.eval <- expand.grid(year=year.seq,gdp=gdp.seq)

# Generate the estimated density computed for the evaluation data

fhat <- fitted(npudens(tdat = data, edat = data.eval, bws=bw))

# Coerce the data into a matrix for plotting with persp()

f <- matrix(fhat, length(unique(year)), 50)

# Next, create a 3D perspective plot of the PDF f

persp(as.integer(levels(year.seq)), gdp.seq, f, col="lightblue",
      ticktype="detailed", ylab="GDP", xlab="Year", zlab="Density",
      theta=300, phi=50)

# Sleep for 5 seconds so that we can examine the output...

Sys.sleep(5)

# However, plot simply streamlines this process and aids in the
# visualization process (<ctrl>-C will interrupt on *NIX systems, <esc>
# will interrupt on MS Windows systems).

plot(bw)

# plot also streamlines construction of variability bounds (<ctrl>-C
# will interrupt on *NIX systems, <esc> will interrupt on MS Windows
# systems)

plot(bw, plot.errors.method = "asymptotic")

# EXAMPLE 2: For this example, we simulate multivariate data, and plot the
# partial regression surfaces for a locally linear estimator and its
# derivatives.

set.seed(123)

n <- 100

x1 <- runif(n)
x2 <- runif(n)
x3 <- runif(n)
x4 <- rbinom(n, 2, .3)

y <- 1 + x1 + x2 + x3 + x4 + rnorm(n)

X <- data.frame(x1, x2, x3, ordered(x4))

bw <- npregbw(xdat=X, ydat=y, regtype="ll", bwmethod="cv.aic")

plot(bw)

# Sleep for 5 seconds so that we can examine the output...

Sys.sleep(5)

# Now plot the gradients...

plot(bw, gradients=TRUE)

# Plot the partial regression surfaces with bias-corrected bootstrapped
# nonparametric confidence intervals... this may take a minute or two
# depending on the speed of your computer as the bootstrapping must be
# completed prior to results being displayed...

plot(bw,
     plot.errors.method="bootstrap",
     plot.errors.center="bias-corrected",
     plot.errors.type="simultaneous")

# EXAMPLE 3: This example demonstrates how to retrieve plotting data from
# plot(). When plot() is called with the arguments
# `plot.behavior="plot-data"' (or "data"), it returns plotting objects
# named r1, r2, and so on (rg1, rg2, and so on when `gradients=TRUE' is
# set).  Each plotting object's index (1,2,...) corresponds to the index
# of the explanatory data data frame xdat (and zdat if appropriate).

# Take the cps71 data by way of example. In this case, there is only one
# object returned by default, `r1', since xdat is univariate.

data("cps71", package = "np")

# Compute bandwidths for local linear regression using cv.aic...

bw <- npregbw(xdat=cps71$age, ydat=cps71$logwage,
              regtype="ll", bwmethod="cv.aic")

# Generate the plot and return plotting data, and store output in
# `plot.out' (NOTE: the call to `plot.behavior' is necessary).

plot.out <- plot(bw,
                 perspective=FALSE,
                 plot.errors.method="bootstrap",
                 plot.errors.boot.num=25,
                 plot.behavior="plot-data")

# Now grab the r1 object that plot plotted on the screen, and take
# what you need. First, take the output, lower error bound and upper
# error bound...

logwage.eval <- fitted(plot.out$r1)
logwage.se <- se(plot.out$r1)
logwage.lower.ci <- logwage.eval + logwage.se[,1]
logwage.upper.ci <- logwage.eval + logwage.se[,2]

# Next grab the x data evaluation data. xdat is a data.frame(), so we
# need to coerce it into a vector (take the `first column' of data frame
# even though there is only one column)

age.eval <- plot.out$r1$eval[,1]

# Now we could plot this if we wished, or direct it to whatever end use
# we envisioned. We plot the results using R's plot() routines...

with(cps71, plot(age, logwage, cex=0.2, xlab="Age", ylab="log(Wage)"))
lines(age.eval,logwage.eval)
lines(age.eval,logwage.lower.ci,lty=3)
lines(age.eval,logwage.upper.ci,lty=3)

# If you wanted plot() data for gradients, you would use the argument
# `gradients=TRUE' in the call to plot() as the following
# demonstrates...

plot.out <- plot(bw,
                 perspective=FALSE,
                 plot.errors.method="bootstrap",
                 plot.errors.boot.num=25,
                 plot.behavior="plot-data",
                 gradients=TRUE)

# Now grab object that plot() plotted on the screen. First, take the
# output, lower error bound and upper error bound... note that gradients
# are stored in objects rg1, rg2 etc.

grad.eval <- gradients(plot.out$rg1)
grad.se <- gradients(plot.out$rg1, errors = TRUE)
grad.lower.ci <- grad.eval + grad.se[,1]
grad.upper.ci <- grad.eval + grad.se[,2]

# Next grab the x evaluation data. xdat is a data.frame(), so we need to
# coerce it into a vector (take `first column' of data frame even though
# there is only one column)

age.eval <- plot.out$rg1$eval[,1]

# We plot the results using R's plot() routines...

plot(age.eval,grad.eval,cex=0.2,
     ylim=c(min(grad.lower.ci),max(grad.upper.ci)),
     xlab="Age",ylab="d log(Wage)/d Age",type="l")
lines(age.eval,grad.lower.ci,lty=3)
lines(age.eval,grad.upper.ci,lty=3)

# EXAMPLE 4: Variations on local polynomial conditional density
# estimation with proper = TRUE.

data("Italy")

Italy2 <- within(Italy, {
  year <- as.numeric(as.character(year))
})

# Plot only: make the plotted surface proper on the plot evaluation grid.

fhat <- npcdens(gdp ~ year, data = Italy2,
                regtype = "lp", degree = 3, nmulti = 1)

plot(fhat, proper = TRUE)

# Fit an object whose fitted values are themselves proper.

ctrl_fit <- list(
  mode = "slice",
  apply = "fitted",
  slice.grid.size = 101L,
  slice.extend.factor = 0.1
)

fhat_fit <- npcdens(
  gdp ~ year,
  data = Italy2,
  regtype = "lp",
  degree = 3,
  nmulti = 1,
  proper = TRUE,
  proper.control = ctrl_fit
)

fit_proper <- fitted(fhat_fit)
fit_raw <- fhat_fit$condens.raw

# Display the repaired and raw fitted values for cases where the raw
# fitted density is negative.

head(cbind(fit_proper, fit_raw)[which(fit_raw < 0), ])

# Predict on a common explicit y-grid for several years, and render
# those predictions proper.

g.grid <- seq(min(Italy2$gdp), max(Italy2$gdp), length.out = 200)

nd_grid <- expand.grid(
  gdp = g.grid,
  year = c(1955, 1975, 1995)
)

pred_grid <- predict(fhat, newdata = nd_grid, proper = TRUE)

# Predict on paired rows with different gdp grids by year, and still
# make the predictions proper via slice mode.

g1 <- seq(quantile(Italy2$gdp, 0.10),
          quantile(Italy2$gdp, 0.60), length.out = 60)
g2 <- seq(quantile(Italy2$gdp, 0.30),
          quantile(Italy2$gdp, 0.90), length.out = 35)

nd_slice <- rbind(
  data.frame(gdp = g1, year = rep(1960, length(g1))),
  data.frame(gdp = g2, year = rep(1985, length(g2)))
)

pred_slice <- predict(
  fhat,
  newdata = nd_slice,
  proper = TRUE,
  proper.control = list(mode = "slice")
)

# One object that carries properization for fitted values and for later
# predict() calls.

ctrl_both <- list(
  mode = "slice",
  apply = "both",
  slice.grid.size = 101L,
  slice.extend.factor = 0.1
)

fhat_both <- npcdens(
  gdp ~ year,
  data = Italy2,
  regtype = "lp",
  degree = 3,
  nmulti = 1,
  proper = TRUE,
  proper.control = ctrl_both
)

fit_both <- fitted(fhat_both)
pred_both <- predict(
  fhat_both,
  newdata = nd_slice,
  proper.control = ctrl_both
)
plot(fhat_both)

## End(Not run) 

np documentation built on May 3, 2026, 1:07 a.m.