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ibr (version 2.0-2)

tracekernel: Trace of product kernel smoother

Description

Evaluate the trace of the product of kernel smoother (Gaussian, Epanechnikov, Uniform, Quartic). This function is not intended to be used directly.

Usage

tracekernel(X,bx,kernelx,n,p)

Arguments

X
Matrix of explanatory variables, size n, p.
bx
The vector of different bandwidths, length $p$.
kernelx
Character string which allows to choose between gaussian kernel ("g"), Epanechnikov ("e"), uniform ("u"), quartic ("q").
n
Number of rows of X.
p
Number of columns of X.

Value

Evaluate the trace (effective degree of freedom) of the product kernel smoother.

See Also

ibr