smooth5vec: Smoothed indicator function I[x < const], which is the integration of the Quartic kernal.
Description
This function computes the smoothed Indicator function I[x < const] using
a 5th order polynomial.
If |x - const| > eps then the result is the same as the indicator function I[x < const] (either 0 or 1).
For |x - const| < eps, it is a 5th order polynomial.
\(eps\) is a scalar, must > 0. It is the smoothing window width.
Usage
smooth5vec(x, const, eps=0.05)
Value
smooth5vec returns a vector of length=length(x). The entry
of the vector are smoothed values of I[x[i] < const].
Arguments
x
a vector of observations, length m, for the first sample.
const
a single number.
eps
The smoothing window width, must be >0. Ideally, this should be sample size dependent.
Author
Mai Zhou <maizhou@gmail.com>.
Details
This function is twice continuously differenciable, smoother than smooth3vec.
It is listed here because the user may need extra smoothness (compare to smooth3vec)
and may find it useful elsewhere.
References
Zhao, Y., Ding, X. and Zhou (2021). Confidence Intervals of AUC and pAUC by Empirical Likelihood.
Tech Report. https://www.ms.uky.edu/~mai/research/eAUC1.pdf