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Coxmos (version 1.1.2)

PI: The plug-in bandwidth selection for weighted data

Description

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.

Usage

PI(X, wt, ktype = "normal")

Value

Returns the computed value for the bandwith parameter.

Arguments

X

The numeric vector of random variable.

wt

The non-negative weight vector.

ktype

A character string giving the type kernel to be used: "normal", "epanechnikov", "biweight", or "triweight". By default, the "normal" kernel is used.

Author

Kassu Mehari Beyene, Catholic University of Louvain. <kasu.beyene@uclouvain.be>

Anouar El Ghouch, Catholic University of Louvain. <anouar.elghouch@uclouvain.be>

Details

See Beyene and El Ghouch (2020) for details.

References

Beyene, K. M. and El Ghouch A. (2020). Smoothed time-dependent ROC curves for right-censored survival data. submitted.