ibr (version 1.4.5)

iterchoiceAcv: Selection of the number of iterations for iterative bias reduction smoothers

Description

The function iterchoiceAcv searches the interval from mini to maxi for a minimum of the function criterion with respect to its first argument using optimize. This function is not intended to be used directly.

Usage

iterchoiceAcv(X, y, bx, df, kernelx, ddlmini, ntest, ntrain, Kfold,
type, npermut, seed, Kmin, Kmax, criterion, fraction)

Value

Returns the optimum number of iterations (between Kmin and Kmax).

References

Cornillon, P.-A.; Hengartner, N.; Jegou, N. and Matzner-Lober, E. (2012) Iterative bias reduction: a comparative study. Statistics and Computing. Doi: 10.1007/s11222-012-9346-4

Cornillon, P.-A.; Hengartner, N. and Matzner-Lober, E. (2013) Recursive bias estimation for multivariate regression smoothers Recursive bias estimation for multivariate regression smoothers. ESAIM: Probability and Statistics. Doi: http://dx.doi.org/10.1051/ps/2013046

See Also

ibr