R/builtin_bandwidths_ucv_helpers.R

In JonasMoss/kdensity: Kernel Density Estimation with Parametric Starts and Asymmetric Kernels

kdensity_sq = function(x, h, kernel_fun, parametric_start, parametric_start_data,
                       parametric_start_vector, support)
{
  normalization = 1

  pre_function = function(y) {
    sapply(y, function(y) mean(1/h*kernel_fun(y, x, h)/parametric_start_data)*parametric_start_vector(y))
  }

  normalization = tryCatch(stats::integrate(pre_function, lower = support[1], upper = support[2])$value,
                             error = function(e) {
                               stop("Normalization error: The function will not integrate. Two common causes are: 1.) The kernel is non-smooth, try a smooth kernel if possible. 2.) The supplied support is incorrect.")
                             })

  return_function = function(y) {
    n = length(y)
    parametric_start_vector_y = parametric_start_vector(y)
    sapply(1:n, function(i) {
      (1/h*mean(kernel_fun(y[i], x, h)*parametric_start_vector_y[i]/parametric_start_data)/normalization)^2
    })
  }
  return_function
}