Description Usage Arguments Value Author(s)
This function computes a bandwidth with the selected method and it also plots the corresponding function to minimize (MISE, AMISE, CV, etc.).
1 2 3 4 |
smp |
It is either a vector of size n or a nxl matrix (for repeated observations; l per each individual). |
method |
Method used to select the bandwidth. The currently available methods are "CV" (cross-validation) and "NR" (normal reference). Cross-validation is the default. |
kernel |
Kernel whose Fourier transform has bounded support. There are currently 5 kernel programmed: "sinc", "triangular", "triw", "tric" and "flat". See vignette for further details and examples. Flat-top kernel is the default. |
h0 |
Optional argument used as initial value to look for the optimal value. |
error_smp |
Optional vector of errors. It is necessary to approximate the error distribution if it is unknown. |
error_dist |
Three possible values are accepted. c("Normal", "Laplace", "None"). |
error_scale_par |
Scale parameter matching the standard deviation. It is NULL by default and it is required if (and only if) error_dist is normal or Laplace and no sample of error is provided nor contaminated sample comes in panel structure. |
resolution |
Number of points to approximate integral in inversion formula, also to estimate the density (if grid was not given). |
error_proc |
This is required only for panel data
structure. It refers to the way errors are processed. See
|
panel_proc |
It defined what will be the contaminated sample (only) for panel data. "keep_first" will use the first column as sample while "take_aver" will take the average of contaminated samples per individual. |
truncation_bound |
It truncates the integrand in deconvolution formula when the denominator is smaller than this bound. |
bw_interval |
A bivariate vector with the limits where the function to minimize is going to be plotted. |
A list with the initial value, the computed value and the result of the minimization algorithm.
Guillermo Basulto
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