Search bandwidth for each univariate kernel smoother such that the product of these univariate kernel gives a kernel smoother with a chosen effective degree of freedom (trace of the smoother). The bandwidths are constrained to give, for each explanatory variable, a kernel smoother with same trace as the others. This function is not intended to be used directly.
departnoyau(df, x, kernel, dftobwitmax, n, p, dfobjectif)
Returns the desired bandwidths.
A numeric vector giving the effective degree of freedom (trace) of the
univariate smoothing matrix for each variable of
x
.
Matrix of explanatory variables, size n, p.
Character string which allows to choose between gaussian kernel
("g"
), Epanechnikov ("e"
), uniform ("u"
),
quartic ("q"
).
Specifies the maximum number of iterations
transmitted to uniroot
function.
Number of rows of data matrix x.
Number of columns of data matrix x.
A numeric vector of length 1 which indicates
the desired effective degree of freedom (trace) of the smoothing
matrix (product kernel smoother) for x
.
Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober.
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