Description Usage Arguments Value See Also Examples
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.
1 |
data |
A list, where each element represents a curve. Each curve have to be defined as a list with two entries:
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Numeric, an estimation of the bandwidth.
Other estimate bandwidth:
estimate_b_list()
,
estimate_b()
1 2 3 4 5 | ## Not run:
X <- generate_fractional_brownian(N = 5, M = 300, H = 0.5, sigma = 0.05)
estimate_b_cv(X)
## End(Not run)
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