Description Usage Arguments Value References See Also Examples
View source: R/opt_bandwidth.R
This function estimates an optimal window parameter for long run covariance operator estimation in functional time series using the method of Rice G. and Shang H. L. (2017)
1 | opt_bandwidth(fdobj, kern_type, kern_type_ini, is_change = TRUE, ...)
|
fdobj |
Functional data object, class of |
kern_type |
Kernel that is used for the long run covariance estimation. The available options are
|
kern_type_ini |
Initial Kernel function to start the optimal bandwidth search |
is_change |
If |
... |
Further arguments to pass |
|
Estimated optimal bandwidth |
|
Estimated Long run covariance kernel using the optimal bandwidth |
Rice G. and Shang H. L. (2017), A plug-in bandwidth selection procedure for long run covariance estimation with stationary functional time series, Journal of Time Series Analysis, 38(4), 591-609
1 2 | fdata1 = fun_AR(n=100, nbasis=21, order=1, kappa=0.8)
opt_bandwidth(fdata1, "PR", "BT")
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