NW.kernel: Returning a kernel value for a specific point

In d9d6ka/RANEPA-R: Set of unit root and cointegration tests

Returning a kernel value for a specific point

Description

Returning a kernel value for a specific point

Usage

NW.kernel(i, x, h, kernel = "unif")

Arguments

i	An index of the base point.
x	A series for kernel calculations.
h	A bandwidth parameter.
kernel	Needed kernel, currently only unif and gauss: unif: K(x) = \left\{\begin{array}{ll} 1 & \frac{|x - x_i|}{h} \leq 1 \\ 0 & \textrm{otherwize} \end{array}\right. gauss: \Phi(\frac{x - x_i}{h})

d9d6ka/RANEPA-R documentation built on May 4, 2024, 7:11 a.m.