Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: cafpe
See also: tp/cafpe/fpefsv

Quantlet: fgrfsv
Description: Quantlet to compute local linear estimator of conditional mean function


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

Library: cafpe
See also: tp/cafpe/fpefsv

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Tschernig 000420
(C) MD*TECH Method and Data Technologies, 27.4.2000