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kfe

Kernel functional estimate

Description

Kernel functional estimate for 1- to 6-dimensional data.

Usage

kfe(x, G, deriv.order, inc=1, binned, bin.par, bgridsize, deriv.vec=TRUE,
    add.index=TRUE, verbose=FALSE)
Hpi.kfe(x, nstage=2, pilot, pre="sphere", Hstart, binned=FALSE, 
    bgridsize, amise=FALSE, deriv.order=0, verbose=FALSE, optim.fun="optim")
Hpi.diag.kfe(x, nstage=2, pilot, pre="scale", Hstart, binned=FALSE,
    bgridsize, amise=FALSE, deriv.order=0, verbose=FALSE, optim.fun="optim")
hpi.kfe(x, nstage=2, binned=FALSE, bgridsize, amise=FALSE, deriv.order=0)

Arguments

`x`	vector/matrix of data values
`nstage`	number of stages in the plug-in bandwidth selector (1 or 2)
`pilot`	"dscalar" = single pilot bandwidth (default) "dunconstr" = single unconstrained pilot bandwidth
`pre`	"scale" = `pre.scale`, "sphere" = `pre.sphere`
`Hstart`	initial bandwidth matrix, used in numerical optimisation
`binned`	flag for binned estimation
`bgridsize`	vector of binning grid sizes
`amise`	flag to return the minimal scaled PI value
`deriv.order`	derivative order
`verbose`	flag to print out progress information. Default is FALSE.
`optim.fun`	optimiser function: one of `nlm` or `optim`
`G`	pilot bandwidth matrix
`inc`	0=exclude diagonal, 1=include diagonal terms in kfe calculation
`bin.par`	binning parameters - output from `binning`
`deriv.vec`	flag to compute duplicated partial derivatives in the vectorised form. Default is FALSE.
`add.index`	flag to output derivative indices matrix. Default is true.

Details

Hpi.kfe is the optimal plug-in bandwidth for r-th order kernel functional estimator based on the unconstrained pilot selectors of Chacon & Duong (2010). hpi.kfe is the 1-d equivalent, using the formulas from Wand & Jones (1995, p.70).

kfe does not usually need to be called explicitly by the user.

Value

Plug-in bandwidth matrix for r-th order kernel functional estimator.

References

Chacon, J.E. & Duong, T. (2010) Multivariate plug-in bandwidth selection with unconstrained pilot matrices. Test, 19, 375-398.

Wand, M.P. & Jones, M.C. (1995) Kernel Smoothing. Chapman & Hall/CRC, London.

kfe