epanechnikov: Epanenchnikov kernel

In timwaite/nprtw: Nonparametric regression

Description

Evaluates the Epanechnikov kernel,

K(u)=\frac{3}{4} (1-u^2) I[|u|≤q 1].

This is the asymptotically optimal second order kernel. It is continuous, but the first derivative is discontinuous at u=-1,1.

Usage

epanechnikov(u)

Arguments

u	a vector of points at which to evaluate the kernel.

Value

a vector giving the evaluations.

See Also

Other kernel functions: biweight(), gauss(), uniform()

timwaite/nprtw documentation built on Jan. 25, 2021, 1:50 a.m.