Library: | smoother |
See also: | uni tri trian epa qua gau cosi canker |
Quantlet: | canbw | |
Description: | does the canonical bandwith transformation of a bandwith value of kernel K1 into an equivalent bandwidth for Kernel K2. |
Haerdle (1991): Smoothing Techniques, p. 220
Usage: | {dK, cK, mK} = canbw(K) | |
Input: | ||
K1 | string, kernel function on [-1,1] or "gau". | |
Output: | ||
dK | canonical bandwidth for K. | |
cK | squared L2 mnorm of K. | |
mK | second moment of K. |
library("smoother") {dK, cK, mK} = canbw("qua") dK ~ 35^0.2 ; dK should be 35^0.2 cK ~ 5/7 ; cK should be 5/7 mK ~ 1/7 ; mK should be 1/7
Contents of _tmp [1,] 2.0362 2.0362 Contents of _tmp [1,] 0.71429 0.71429 Contents of _tmp [1,] 0.14286 0.14286
Library: | smoother |
See also: | uni tri trian epa qua gau cosi canker |