Library: | smoother |
See also: | lpderest |
Quantlet: | lpderrot | |
Description: | determines a rule-of-thumb bandwidth for univariate local polynomial derivatives estimation using the Quartic kernel. |
Usage: | hrot = lpderrot(x {,q {,p}} {,K}) | |
Input: | ||
x | n x 2 vector, the data. | |
q | integer <=4, order of derivative. If not given, q=1 (first derivative) is used. | |
p | integer, order of polynomial. Must be q+1 or q+3. If not given, p=q+1 is used. | |
Output: | ||
hrot | scalar, rule-of-thumb bandwidth. |
library("smoother") x=read("nicfoo") hrot=lpderrot(x) hrot
Contents of hrot [1,] 0.53133