estimate_b_cv: Perform an estimation of the bandwidth using least-squares...

Description Usage Arguments Value See Also Examples

View source: R/estimate_b.R

Description

The function performs an estimation of the bandwidth for a univariate kernel regression estimator defined over continuous data using least-square cross validation for each curve and return the average bandwidth among them.

Usage

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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.

Value

Numeric, an estimation of the bandwidth.

See Also

npregbw

Other estimate bandwidth: estimate_b_list(), estimate_b()

Examples

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## Not run: 
X <- generate_fractional_brownian(N = 5, M = 300, H = 0.5, sigma = 0.05)
estimate_b_cv(X)

## End(Not run)

StevenGolovkine/denoisr documentation built on Nov. 15, 2021, 8:44 a.m.