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landpred (version 2.0)

mse_cv: Calculate MSE for Bandwidth Selection using Cross-Validation

Description

Calculate MSE for Bandwidth Selection using Cross-Validation

Usage

mse_cv(
  bw,
  landpred_obj,
  t0,
  tau,
  transform = identity,
  reps = 50,
  train_prop = 0.66
)

Value

The Mean Squared Error.

Arguments

bw

The bandwidth to test.

landpred_obj

The landpred object.

t0

The landmark time.

tau

The prediction window.

transform

Transformation function for short-term event.

reps

Number of repetitions.

train_prop

Proportion of data to use for training.