chooseDeltaKernel: Choose threshold value to remove spurius bumps

In rizbicki/FlexCoDE: Fits Flexible Conditional Estimator via Regression

Description

This function is typically not directly used by the user; it is used inside fitFlexCoDE

Usage

chooseDeltaKernel(
  objectCDE,
  kernelValidationTrain,
  zValidation,
  deltaGrid = seq(0, 0.4, 0.05)
)

Arguments

objectCDE	An object of the class FlexCoDE with a fitted CDE, typically fitted used fitFlexCoDE beforehand
zValidation	Responses z used to validate (tune) the model (matrix with 1 column). Each row corresponds to a row of the xValidation argument
xValidation	Covariates x used to validate (tune) the model (one x observation per row).

Value

Best delta

rizbicki/FlexCoDE documentation built on Feb. 10, 2022, 3:14 p.m.