kernC: Constants for common kernels.

Description Usage Format Source

Description

First four moments of uniform, triangular, and Epanechnikov equivalent kernels. Up to numerical integration precision, these moments are matched by KernMoment(). See vignette lpkernels

Usage

1

Format

A data frame with 18 rows and 19 variables:

kernel

Kernel type.

order

Order of local polynomial.

boundary

Boundary regression?

mu0, mu1, mu2, mu3, mu4

\int_X u^j k(u), raw moments

nu0, nu1, nu2, nu3, nu4

\int_X u^j k^2(u), raw moments of kernel squared

pi0, pi1, pi2, pi3, pi4

\int_X abs{u^j k(u)}, absolute moments

pMSE

constant for pointwise MSE optimal bandwidth, ((p+1)!^2ν_0 / (2(p+1)μ_{p+1}^2))^{1/(2p+3)}, see page 67 in Fan and Gijbels

Source

Computed analytically using symbolic math software


kolesarm/RDHonest documentation built on April 3, 2018, 11:08 a.m.