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

Quantlet: wei
Description: Quantlet for weighting the observations. It returns either a 1 or 0 for each observation according to whether it should be kept or ignored. This is decided on whether the density of the vector of lags is larger than a certain threshold. The threshold is computed such that per*#obs observations are thrown away which are those with the lowest density. If a density matrix is handed over, the operation is done on column i.


Reference(s):

Usage: w = wei(den,per,i)
Input:
den (nn x d) matrix of estimated density
per scalar, 0<=per<=1, fraction to be cut off
i scalar, column in den used for evaluation
Output:
w (nn x 1) matrix of zeros and ones

Library: cafpe

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