kerdecon: Bivariate kernel deconvolution estimator

Description Usage Arguments Value

Description

It computes a bivariate kernel deconvolution estimator using the Fast Fourier transform (FFT) on a grid.

Usage

1
2
kerdecon(resol, samp, error, truncate, h, EMethod, columns, Kkernel,
  coord1Range, coord2Range, sigE = NULL, pstve = TRUE)

Arguments

resol

An integer specifying the grid size on each coordinate. Power of two are faster.

samp

2-column matrix with the contaminated sample.

error

Matrix with 2 columns, either with the pure sample of the error, or with the

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.

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. differences obtained from the panel data structure. It can also accept "ecf" or "kde" respectively.

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.

coord1Range

A bivariate vector with the limits of first coordinate of the grid to estimate the density.

coord2Range

A bivariate vector with the limits of second coordinate of the grid to estimate the density.

sigE

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

pstve

TRUE/FALSE determining whether returning zero for those points where the estimate in negative.

x1

Vector of size resol with the first coordinate grid.

x2

Vector of size resol with the second coordinate grid.

z

resol x resol grid with the estimated values.

Value

A list with the following elements:


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