Description Usage Arguments Details Value
Smoothing predictor using Gaussian kernel
1 | smooth_ssl(ri, fi, fnew, wgti = NULL, bw = NULL, cdf_trans = TRUE, rsup)
|
ri |
label data correlation |
fi |
the labeled data |
fnew |
the new data to be predicted |
bw |
kernel bandwith. Default is |
cdf_trans |
a logical flag indicating wether the smoothing should be
performed on the data transformed with their cdf. Default is |
rsup |
the supervised estimate of rhat |
wgt |
optionnal weights (used for perturbations). Default is |
Smoothing over the CDF transformed data prevents some tail estimation issues when the new data are subsequently large.
a vector of length 3 containing:
rhat.ssl the semi-supervised estimation of rhat
rhat.ssl.bc the semi-supervised estimation of rhat accounting for smoothing bias
bw the value of the bandwith actually used
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