estimate_b_list: Perform an estimation of the bandwidth given a list of H_0...

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_list(data, H0_list, L0_list, 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_list	A vector of numeric, estimations of H_0.
L0_list	A vector of numeric, estimations of L_0.
sigma	A vector of numeric, an estimation of σ.
K	Character string, the kernel used for the estimation: epanechnikov (default) beta uniform

Value

A vector of numeric, estimations of the bandwidth.

See Also

Other estimate bandwidth: estimate_b_cv(), estimate_b()

Examples

X <- generate_fractional_brownian(N = 1000, M = 300, H = 0.5, sigma = 0.05)
estimate_b_list(X, H0_list = 0.5, L0_list = 1, sigma = 0.05)

X <- generate_piecewise_fractional_brownian(N = 1000, M = 300, 
                                            H = c(0.2, 0.5, 0.8), 
                                            sigma = 0.05)
estimate_b_list(X, H0_list = c(0.2, 0.5, 0.8), L0_list = c(1, 1, 1), 
                sigma = 0.1, K = 'epanechnikov')

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