Library: | smoother |
See also: | denbwcrit |
Quantlet: | gauder | |
Description: | gauder evaluates derivatives of the Gaussian kernel rescaled by a bandwidth h, to be used for density estimation bandwidth selection. |
Usage: | y = gauder (x, h, p) | |
Input: | ||
x | n x 1 vector | |
h | scalar, bandwidth | |
p | scalar, order of derivative | |
Output: | ||
y | n x 1 matrix, Gaussian density derivatives |
library("smoother") x = aseq(-1, 21, 0.1) y = gauder(x,1,3) t = createdisplay(1,1) show(t,1,1,x~y)
plot the third normal derivative, bandwidth = 1