DCSmooth (version 1.1.2)

set.options: Set Options for the DCS procedure

Description

Set Options for the DCS procedure

Usage

set.options(
  type = "LP",
  kerns = c("MW_220", "MW_220"),
  drv = c(0, 0),
  var_model = "iid",
  ...
)

Arguments

type

either local polynomial regression ("LP", the default) or kernel regression ("KR").

kerns

a character vector of length 2 containing the identifier for the kernels to be used in kernel regression. Weighting functions in local polynomial regression are computed according to the identifier. Default value is MW_220, the Mueller-Wang kernel of order \((2, 2, 0)\). If only a single value is provided, it is used as kernel in both directions.

drv

A non-negative vector of length 2, containing the derivative orders to be estimated from the given data. The default is c(0, 0). For LP-regression, polynomial order is selected as \((\nu_1 + 1, \nu_2 + 1)\). If only a single value is provided, it is used as derivative in both directions.

var_model

the method of estimating the variance coefficient \(c_f\). Currently available are var_model = c("iid", "sarma_HR", "sarma_sep", "sarma_RSS", "sfarima_RSS"). Replacing the argument var_model. For code using var_est, the argument is converted to var_model.

...

Additional arguments passed to set.options(). This includes IPI_options, a list containing further options used by the iterative plug-in algorithm. For convenience, any of the options usually included in the list IPI_options can be passed as argument directly to set.options and will be converted into the IPI_options list. Further arguments accepted are model_order controlling the order of the variance model, if either an SARMA or SFARIMA model is used. This argument is either a list of the form list(ar = c(1, 1), ma = c(1, 1)) or specifies an order selection criterion from c("aic", "bic", "gpac"). If an order selection criterion is used, the argument order_max controls the maximum order to be tested.

Value

An object of class "dcs_options".

Details

This function is used to set the options for bandwidth selection in the dcs function. Detailed information can be found in the vignette.

See Also

dcs

Examples

# NOT RUN {
# See vignette("DCSmooth") for examples and explanation

set.options()

myOpt <- set.options(type = "KR", var_model = "iid")
y <- y.norm1 + matrix(rnorm(101^2), nrow = 101, ncol = 101)
dcs(y, dcs_options = myOpt)
# }