| Library: | smoother |
| See also: | lpregest lpderest |
| Quantlet: | lprotint | |
| Description: | lprotint computes the integral of the (p+1)st derivative of a polynomial of order (p+3), this function is used to find rule-of-thumb bandwidth for local polynomial regression and derivative estimation |
| Usage: | y = lprotint (t, a, p) | |
| Input: | ||
| t | scalar (argument) | |
| a | (p+4) x 1 vector (coefficients of polynomial) | |
| p | integer | |
| Output: | ||
| y | scalar (value of integral) | |