bw_tll: Bandwidth selection for the transformation local likelihood...
In tnagler/kdecopula: Kernel Smoothing for Bivariate Copula Densities
Description
Usage
Arguments
Details
Value
Description
The bandwidth is selected by a rule of thumb similar to bw_t.
Usage
1
bw_tll(udata, deg)
Arguments
udata
data.
deg
degree of the polynomial.
Details
The formula is
5 n^{-1 / (4q + 2)} \hat{Σ}^{1/2},
where \hat{Sigma} is empirical covariance matrix of the transformed
random vector and q = 1 for TLL1 and q = 2 for
TLL2.
Value
A 2 x 2 bandwidth matrix.
tnagler/kdecopula documentation built on May 31, 2019, 4:43 p.m.
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Description Usage Arguments Details Value
Description
The bandwidth is selected by a rule of thumb similar to bw_t.
Usage
1 | bw_tll(udata, deg)
|
Arguments
udata |
data. |
deg |
degree of the polynomial. |
Details
The formula is
5 n^{-1 / (4q + 2)} \hat{Σ}^{1/2},
where \hat{Sigma} is empirical covariance matrix of the transformed
random vector and q = 1 for TLL1 and q = 2 for
TLL2.
Value
A 2 x 2 bandwidth matrix.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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