Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: smoother
See also: lpregest

Quantlet: lpregrot
Description: determines a rule-of-thumb bandwidth for univariate local polynomial kernel regression using the Quartic kernel.

Reference(s):

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.

Note:

Example:
library("smoother")
x=read("nicfoo")
hrot=lpregrot(x)
hrot

Result:
Contents of hrot
[1,]  0.41215



Author: M. Mueller, 19990413
(C) MD*TECH Method and Data Technologies, 05.02.2006