Usage: |
{mh, clo, cup} = regcb(x {,h {,alpha {,K} {,d}}})
|
Input: |
| x | n x 2, the data. In the first column the
independent, in the second column the
dependent variable.
|
| h | scalar, bandwidth. If not given, 20% of the
range of x[,1] is used.
|
| alpha | confidence level, If not given, 0.05 is used.
|
| K | string, kernel function on [-1,1] with
K(-1)=K(1)=0. If not given, the Quartic kernel
"qua" is used.
|
| d | scalar, discretization binwidth. d must be smaller
than h. If not given, the minimum of h/3 and
(max(x[,1])-min(x[,1]))/100 is used.
|
Output: |
| mh | m x 2 matrix, the first column is a grid and the
second column contains the regression estimate on
that grid. |
| clo | m x 2 matrix, the first column is a grid and the
second column contains the lower confidence
bounds for that grid. |
| cup | m x 2 matrix, the first column is a grid and the
second column contains the upper confidence
bounds for that grid. |