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Compind (version 3.2)

bandwidth_CI: Multivariate mixed bandwidth selection for exogenous variables

Description

A function for the selection of optimal multivariate mixed bandwidths for the kernel density estimation of continuous and discrete exogenous variables.

Usage

bandwidth_CI(x, indic_col, ngood, nbad, Q=NULL, Q_ord=NULL)

Value

bandwidth

A matrix containing the optimal bandwidths for the exogenous variables indicate in Q and Q_ord.

ci_method

"bandwidth_CI

Arguments

x

A data frame containing simple indicators.

indic_col

Simple indicators column number.

ngood

The number of desirable outputs; it has to be greater than 0.

nbad

The number of undesirable outputs; it has to be greater than 0.

Q

A matrix containing continuous exogenous variables.

Q_ord

A matrix containing discrete exogenous variables.

Author

Fusco E., Rogge N.

Details

Author thanks Nicky Rogge for his help and for making available the original code of the bandwidth function.

Examples

Run this code
data(EU_2020)
indic <- c("employ_2011", "gasemiss_2011","deprived_2011")  
dat   <- EU_2020[-c(10,18),indic]
Q_GDP <- EU_2020[-c(10,18),"percGDP_2011"]

# Conditional robust BoD Constrained VWR
band = bandwidth_CI(dat, ngood=1, nbad=2, Q = Q_GDP)

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