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alR (version 2.2.0)

momKDE: Objective function for KDE moment matching.

Description

The moments of kernel density estimates are matched.

Usage

momKDE(beta, gamma, momy, kdeGaussMom, type)

Arguments

beta

Vector of regression parameters.

gamma

Design matrix.

momy

A numerical vector of moments to be matched to (same length as beta).

kdeGaussMom

A R function object to be passed that calculates exact moments.

type

An integer specifying the bandwidth selection method used, see bw.

Value

Square root of sum of squared differences between gamma*beta and momy (Eucledian distance).