estimate_b: Perform an estimation of the bandwidth for the smoothing of...

In StevenGolovkine/SmoothCurves: Nonparametric Kernel Smoothing Methods for Functional Data

Description

This function performs an estimation of the bandwidth for a univariate kernel regression estimator defined over continuous data using the method of add ref. An estimation of H_0, L_0 and σ have to be provided to estimate the bandwidth.

Usage

estimate_b(data, H0 = 0.5, L0 = 1, sigma = 0, K = "epanechnikov")

Arguments

data	A list, where each element represents a curve. Each curve have to be defined as a list with two entries: $t The sampling points $x The observed points.
H0	Numeric, an estimation of H_0.
L0	Numeric, an estimation of L_0.
sigma	Numeric, an estimation of σ.
K	Character string, the kernel used for the estimation: epanechnikov (default) beta uniform

Value

Numeric, an estimation of the bandwidth.

See Also

Other estimate bandwidth: estimate_b_cv(), estimate_b_list()

Examples

X <- generate_fractional_brownian(N = 1000, M = 300, H = 0.5, sigma = 0.05)
estimate_b(X, H0 = 0.5, L0 = 1, sigma = 0.05)

StevenGolovkine/SmoothCurves documentation built on Nov. 14, 2021, 1:12 p.m.