bandw: Bandwidth calculation based on AR(1) approximation
In RoDivinity/BP2003: Structural break estimation and testing procedure
bandw R Documentation
Bandwidth calculation based on AR(1) approximation
Description
Function computes automatic bandwidth based on AR(1) approximation of
estimated vector of vhat with equal weight 1
Usage
bandw(vhat)
Arguments
vhat
Estimated variance
Value
st Bandwidth-corrected variance
RoDivinity/BP2003 documentation built on Oct. 9, 2022, 9:33 a.m.
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| bandw | R Documentation |
Bandwidth calculation based on AR(1) approximation
Description
Function computes automatic bandwidth based on AR(1) approximation of estimated vector of vhat with equal weight 1
Usage
bandw(vhat)
Arguments
vhat |
Estimated variance |
Value
st Bandwidth-corrected variance
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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