Cvb.warping(haerdle)R Documentation

Biased cross-validation for WARPing density estimation

Description

Biased cross-validation for WARPing density estimation

Usage

Cvb.warping(x, delta, kernel, Mstart=1, Mend)

Arguments

x data vector
delta step in bandwidth
kernel coded value of kernel (1 to 5)
Mstart left value of bandwidth is Mstart * delta
Mend right value of bandwidth is Mend * delta

Value

matrix with two columns. The first is Mstart:Mend, the second the CV value.

References

`Smoothing Techniques with Implementation in S', Wolfgang Haerdle, Springer, 1991

Examples

cv.simul<-function(n,k,seed)
{
  .Random.seed <<- seed
  simul <- matrix(0,k,2)
  for (i in 1:k)
  {
    data <- runif(n)<=0.6
    data <- data*(rnorm(n)-1)+(rnorm(n)+2)*(1-data)
    cv <- Cvb.warping(data,0.1,1,Mstart=1,Mend=20)
    simul[i,] <- cv[sum((cv[,2]==min(cv[,2]))*c(1:20)),]
  }
  simul
}
seed.simul <- c(29,29,24,52,54,1,12,25,37,25,23,0)
simulation <- cv.simul(400,100,seed.simul)
mean(simulation[,1])
sqrt(var(simulation[,1]))


[Package Contents]