fdars (version 0.3.3)

optim.np: Optimize Bandwidth Using Cross-Validation

Description

Find the optimal bandwidth by minimizing CV or GCV criterion.

Usage

optim.np(
  fdataobj,
  S.type,
  h.range = NULL,
  criterion = "GCV",
  Ker = "norm",
  ...
)

Value

A list with optimal bandwidth and CV/GCV score.

Arguments

fdataobj

An fdata object.

S.type

Smoother function (S.NW, S.LLR, etc.).

h.range

Range of bandwidths to search (default: data-driven).

criterion

"CV" or "GCV".

Ker

Kernel type.

...

Additional arguments passed to optimizer.

Examples

tt <- seq(0, 1, length.out = 50)
y <- sin(2 * pi * tt) + rnorm(50, sd = 0.1)
fd <- fdata(matrix(y, nrow = 1), argvals = tt)
result <- optim.np(fd, S.NW)