| Library: | metrics |
| See also: | adeind adeslp |
| Quantlet: | wtsder | |
| Description: | computes the weights for derivative estimation for the use with the quatric kernel in the context of binning |
| Usage: | wts = wtsder(d,m,d1) | |
| Input: | ||
| d | scalar , the dimension of the variable | |
| m | d x 1 vector or scalar , discretization parameter | |
| d1 | scalar , the coordinate in which the derivative is calculated | |
| Output: | ||
| wts | k x 1 matrix , | |
library("metrics")
d = 3
d1= 2
m = 5
wts = wtsder(d,m,d1)
wts
the computed weights for derivative estimation that is using the quatric kernel