| 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