bw_Hol_reg: Optimal bandwidth calculation for regression function...

In koohyun-kwon/HTEBand: Uniform confidence band for heterogenous treatment effects

Description

Optimal bandwidth calculation for regression function estimation under Hölder class

Usage

bw_Hol_reg(y, x, eval, C, kern = "triangular", se.initial = "EHW")

Arguments

y	a vector of dependent variable
x	a vector of regressor
eval	a vector of evaluation points
C	bound on the second derivative
kern	kernel function
se.initial	initial variance estimation method

Value

a vector of optimal bandwidths

Examples

x <- stats::runif(500, min = -1, max = 1)
y <- x + rnorm(500, 0, 1/4)
eval <- seq(-1, 1, length.out = 10)
bw_Hol_reg(y, x, eval, 1)

koohyun-kwon/HTEBand documentation built on Dec. 21, 2021, 7:42 a.m.