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: regest regci regcb regbwcrit canker

Quantlet: regbwsel
Description: interactive tool for bandwidth selection in univariate kernel regression estimation.


Usage: {hcrit,crit}= regbwsel(x {,h {,K} {,d} })
x n x 2 vector, the data.
h m x 1 vector, vector of bandwidths.
K string, kernel function on [-1,1] or Gaussian kernel "gau". If not given, "qua" is used.
d scalar, discretization binwidth. d must be smaller than h. If not given, the minimum of min(h)/3 and (max(x)-min(x))/200 is used.
hcrit p x 1 vector, selected bandwidths by the different criteria.
crit p x 1 string vector, criteria considered for bandwidth selection.


You may interactively choose the bandwidth
selector. The parameters (range of bandwidths,
kernel K, binwidth d) can be changed as well.

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