tube_KDE: Construction of a variability band with kernel density...

In cugliari/bagdenest: Bagging of Density Estimators

Construction of a variability band with kernel density estimators.

Description

At each step, this function takes a new set of data, builds a kernel density estimator, predicts and aggregates.

Usage

tube_KDE(data, B = 10, conf = c(0.05, 0.95))

Arguments

data	ata of test sample and learning (data$learn and data$test). test sample must be sorted (sort(data$test)).
B	Number of bootstrap replications
conf	vector of the confidence threshold

Value

The vector of values of the aggregated version of a kernel density estimator, a matrix of predictions of kernel density estimator, matrix of the lower edge and the upper edge of a variability band.

cugliari/bagdenest documentation built on April 6, 2022, 4:52 p.m.