Computes local linear weights based on Kernel smoothing.
Usage
LLW(x, kernel = "gaussian", bw, t1)
Value
A vector with local linear weights.
Arguments
x
Covariate values for obtaining estimates for the conditional
probabilities. If missing, unconditioned probabilities will be computed.
kernel
A character string specifying the desired kernel. See details
below for possible options. Defaults to "gaussian" where the gaussian
density kernel will be used.
bw
A single numeric value to compute a kernel density bandwidth.
t1
Covariate value to compute the weight at.
Author
Luis Meira-Machado and Marta Sestelo
Details
Possible options for argument window are "gaussian", "epanechnikov",
"tricube", "boxcar", "triangular", "quartic" or "cosine".