baggingbwsel (version 1.1)

bagreg: Bagged CV bandwidth selector for local polynomial kernel regression.

Description

Bagged CV bandwidth selector for local polynomial kernel regression.

Usage

bagreg(
  x,
  y,
  r,
  s,
  h0,
  h1,
  nb = r,
  ncores = parallel::detectCores(),
  poly.index = 0
)

Value

Bagged CV bandwidth.

Arguments

x

Covariate vector.

y

Response vector.

r

Positive integer. Size of the subsamples.

s

Positive integer. Number of subsamples.

h0

Positive real number. Range over which to minimize, left bound.

h1

Positive real number. Range over which to minimize, right bound.

nb

Positive integer. Number of bins to use in cross-validation.

ncores

Positive integer. Number of cores with which to parallelize the computations.

poly.index

Non-negative integer defining local constant (0) or local linear (1) smoothing. Default value: 0 (Nadaraya-Watson estimator).

Details

Bagged cross-validation bandwidth selector for local polynomial kernel regression.

Examples

set.seed(1)
x <- rnorm(10^5)
y <- 2*x+rnorm(1e5,0,0.5)
bagreg(x, y, 1000, 10, 0.01, 1, 1000, 2)