Description Usage Arguments Value
Optimal Parzen bandwidth that maximizes log-likelihood on test set.
1 | MLBandwidth(XTrain, XTest, hlim)
|
XTrain |
Training data.table. |
XTest |
Test data.table. |
hlim |
Range of bandwidth searching. |
Data.table: minimum, optimal bandwidth; objective, average negative log-likelihood (ANLL).
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