| Library: | smoother |
| See also: | uni tri trian epa qua gau cosi canker |
| Macro: | 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 |