Sig_est: inverse bandwidth parameter estimate for the rbf kernel in...

Description Usage Arguments Value Author(s)

Description

The inverse kernel width used in Gaussian kernel

Usage

1
Sig_est(X,A)

Arguments

X

n*p input matrix.

A

a vector of n entries coded 1 and -1 for the treatment assignments.

Value

It returns estimated bandwidth parameter sigma for rbf kernel when it is not provided by the user

sigma

the estimated bandwidth parameter.

Author(s)

MingyangLiu <liux3941@umn.edu>


mylzwq/psi-learning-for-ITR documentation built on May 15, 2019, 1:18 p.m.