Usage: |
{ ghat,denA,err } = fgrfsv(Xsj,Yorig,hA,Xtj,kernel,estimator)
|
Input: |
| ATTENTION: | this quantlet requires to open locling.dll, density.dll (NT)
or locling.so, denc.so (UNIX). This can be done with the quantlet cafpeload or
directly with
garb = dlopen ("\locling.dll") on NT,
garb = dlopen ("/locling.so") on UNIX.
|
| xsj | (ny x d) matrix with explanatory variables for all dependenet observations
|
| yorig | (ny x 1) vector with dependent variable
|
| hA | scalar, estimate of asymptotically optimal bandwidth
|
| xtj | (nx x d) matrix with values at which function has to be estimated
|
| kernel | character variable to select kind of kernel: "gaussian": Gaussian kernel
|
| estimator | character variable for selection nonparametric estimator
"loclin": local linear estimator; other estimators not
implemented
|
Output: |
| ghat | (nx x 1) matrix of conditional mean
|
| denA | (nx x 1) vector of density
|
| err | 0 if matrix inversion in dll ok, 1 if matrix inversion failed
|