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.
bwchoice(X,objectif,kernelx="g",itermax=1000)
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
A matrix with \(n\) rows (individuals) and \(p\) columns (numeric variables).
A numeric vector of either length 1 or length equal to the
number of columns of X
. It indicates the desired effective degree of
freedom (trace) of the smoothing matrix for
each variable. objectif
is repeated when the length of vector
objectif
is 1.
String which allows to choose between gaussian kernel
("g"
), Epanechnikov ("e"
), uniform ("u"
),
quartic ("q"
).
A scalar which controls the number of iterations for that search.
Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober.
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