Library: | smoother |
See also: | lpregest |
Quantlet: | lpregrot | |
Description: | determines a rule-of-thumb bandwidth for univariate local polynomial kernel regression using the Quartic kernel. |
Usage: | hrot = lpregrot(x {,p}) | |
Input: | ||
x | n x 2 vector, the data. | |
p | odd integer <=7, order of polynomial. If not given, p=1 (local linear) is used. | |
Output: | ||
hrot | scalar, rule-of-thumb bandwidth. |
library("smoother") x=read("nicfoo") hrot=lpregrot(x) hrot
Contents of hrot [1,] 0.41215