bwchoice: Choice of bandwidth achieving a prescribed effective degree of freedom
Description
Perform a search for the bandwidths in the given grid. For each explanatory
variable, the bandwidth is chosen such that the trace of the smoothing
matrix according to that variable (effective degree of freedom) is equal to a
prescribed value.
This function is not intended to be used directly.Usage
bwchoice(X,objectif,kernelx="g",itermax=1000)
Value
Returns a vector of length d, the number of explanatory variable, where
each coordinate is the value of the selected bandwidth for each
explanatory variable