integrand: Integrand for Fourier transform

Description Usage Arguments Value See Also

Description

This is the integrand in the bivariate deconvolution formula, except for the exp(-itx) term.

Usage

1
integrand(t, EMethod, error, sigE, truncate, h, samp, columns, Kkernel)

Arguments

t

A bivariate vector.

EMethod

Method used to approximate the characteristic function of the error. 1 or 2 if ecf of the char. fnc. of the kde is used, respectively.

error

Matrix with 2 columns, either with the pure sample of the error, or with the differences obtained from the panel data structure.

sigE

Bandwidth (2x2) matrix for the error. It is NULL by default and it is required only when EMethod = 2.

truncate

NULL by default. If the approximated characteristic function of the error is smaller than truncate, it will make the integrand zero. This provides numerical stability.

h

Bivariate vector with the bandwidth parameters.

samp

2-column matrix with the contaminated sample.

columns

Number of columns of the panel data. If there is one column, it assumes that instead panel data, a pure sample of the error is provided.

Kkernel

Kernel to be used. See 'ker' function.

Value

A complex value.

See Also

kerdecon


gbasulto/mvdeconvolution documentation built on May 16, 2019, 10:11 p.m.