kernopt (version 1.0.0)

cv_bandwidth: Cross-Validation function for bandwidth parameter selection of discrete kernel

Description

Cross-Validation function for bandwidth parameter selection of discrete kernel

Usage

cv_bandwidth(
  kernel = c("optimal", "triang", "epanech", "binomial"),
  v,
  h,
  k = NULL
)

Value

the optimal bandwidth value

Arguments

kernel

the type of kernel. Currently supported kernels are limited to: "optimal", "triang", "epanech" and "binomial"

v

the vector of observations

h

the list of bandwidth parameters to test in cross validation

k

Optional: the integer (positive) parameter that defined the support of the kernel function (corresponds to parameter 'a' for triangular kernel). It is only used for optimal and triangular kernel

Examples

n <- 250
mu <- 2 # Mean
y <- sort(rpois(n, mu))
# kernel support parameter
k <- 1
H <- seq((max(y) - min(y)) / 200, (max(y) - min(y)) / 2, length.out = 50)
hcv <- cv_bandwidth(kernel = "optimal", y, h = H, k = k)