extremefit (version 1.0.2)

bandwidth.grid: Bandwidth Grid

Description

Create either a geometric or an uniform grid of bandwidths between two values

Usage

bandwidth.grid(hmin, hmax, length = 20, type = "geometric")

Value

Return a geometric or uniform grid of size \(length\) between \(hmin\) and \(hmax\).

Arguments

hmin

the minimum value of the grid.

hmax

the maximum value of the grid.

length

the length of the grid.

type

the type of grid, either \(geometric\) or \(uniform\).

Details

The geometric grid is defined by: $$ grid(l) = hmin * exp( ( log(hmax)-log(hmin) ) / (length -1) ) ^ l , l = 0 , ... , (length -1) $$

Examples

hmin <- 0.05
hmax <- 0.2
length <- 20
(h.geometric <- bandwidth.grid(hmin, hmax, length, type = "geometric"))
(h.uniform <- bandwidth.grid(hmin, hmax, length, type = "uniform"))