Test.KDE: Test.KDE
In Epsilon127/ldder: Local Density Derivative Estimation
View source: R/AuxiliaryFunctions.R
Description
Testfunction comparing LHSE and KDE with Gauss data. The output is the
adjusted LHSE (with the bias of the KDE), which should now fit the KDE up to
order h^2.
Usage
1
Test.KDE(theta.LHSE, h, var1, var2)
Arguments
h
bandwith used for the estimators
var1
Variance on X1
var2
Variance on X2
tehta.LHSE
Dataframe with the estimators of the LHSE
Epsilon127/ldder documentation built on March 7, 2020, 7:47 a.m.
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View source: R/AuxiliaryFunctions.R
Description
Testfunction comparing LHSE and KDE with Gauss data. The output is the adjusted LHSE (with the bias of the KDE), which should now fit the KDE up to order h^2.
Usage
1 | Test.KDE(theta.LHSE, h, var1, var2)
|
Arguments
h |
bandwith used for the estimators |
var1 |
Variance on X1 |
var2 |
Variance on X2 |
tehta.LHSE |
Dataframe with the estimators of the LHSE |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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