locpol (version 0.8.0)

kernelCte: Kernel Constants used in Bandwidth Selection.

Description

These are values depending on the kernel and the local polynomial degrees that are used in bandwidth selection, as proposed in Fan and Gijbels(1996).

Usage

cteNuK(nu,p,kernel,lower=dom(kernel)[[1]],upper=dom(kernel)[[2]],
	subdivisions= 25)
adjNuK(nu,p,kernel,lower=dom(kernel)[[1]],upper=dom(kernel)[[2]],
	subdivisions= 25)

Value

Both functions returns numeric values.

Arguments

nu

Order of derivative to estimate.

p

Degree of Local polynomial estimator.

kernel

Kernel used to perform the estimation, see Kernels

lower, upper

Integration limits.

subdivisions

the maximum number of subintervals.

Author

Jorge Luis Ojeda Cabrera.

Details

cteNuK is computed using Compute kernel values and link{equivKernel} jointly with the numerical integration utility integrate. adjNuK is implemented using quotients of previous functions. See Fan and Gijbels(1996) pages 67 and 119.

References

Fan, J. and Gijbels, I. Local polynomial modelling and its applications\/. Chapman & Hall, London (1996).

Wand, M.~P. and Jones, M.~C. Kernel smoothing\/. Chapman and Hall Ltd., London (1995).

See Also

regCVBwSelC, pluginBw, integrate.