MLBandwidth: Optimal Parzen bandwidth that maximizes log-likelihood on...

Description Usage Arguments Value

Description

Optimal Parzen bandwidth that maximizes log-likelihood on test set.

Usage

1
MLBandwidth(XTrain, XTest, hlim)

Arguments

XTrain

Training data.table.

XTest

Test data.table.

hlim

Range of bandwidth searching.

Value

Data.table: minimum, optimal bandwidth; objective, average negative log-likelihood (ANLL).


rudazhang/plmr documentation built on Aug. 30, 2021, 5:43 p.m.