This function computes the data-driven bandwidth for smoothing the ROC (or distribution) function using the PI method of Beyene and El Ghouch (2020). This is an extension of the classical (unweighted) direct plug-in bandwith selection method to the case of weighted data.
PI(X, wt, ktype = "normal")
Returns the computed value for the bandwith parameter.
The numeric vector of random variable.
The non-negative weight vector.
A character string giving the type kernel to be used: "normal
", "epanechnikov
", "biweight
", or "triweight
". By default, the "normal
" kernel is used.
Kassu Mehari Beyene, Catholic University of Louvain. <kasu.beyene@uclouvain.be>
Anouar El Ghouch, Catholic University of Louvain. <anouar.elghouch@uclouvain.be>
See Beyene and El Ghouch (2020) for details.
Beyene, K. M. and El Ghouch A. (2020). Smoothed time-dependent ROC curves for right-censored survival data. submitted.