bandwidth_CI {Compind}R Documentation

Multivariate mixed bandwidth selection for exogenous variables

Description

A function for the selection of optimal multivariate mixed bandwidths for the kernel density estimation of continuous and discrete exogenous variables.

Usage

bandwidth_CI(x, indic_col, ngood, nbad, Q=NULL, Q_ord=NULL)

Arguments

x

A data frame containing simple indicators.

indic_col

Simple indicators column number.

ngood

The number of desirable outputs; it has to be greater than 0.

nbad

The number of undesirable outputs; it has to be greater than 0.

Q

A matrix containing continuous exogenous variables.

Q_ord

A matrix containing discrete exogenous variables.

Details

Author thanks Nicky Rogge for his help and for making available the original code of the bandwidth function.

Value

bandwidth

A matrix containing the optimal bandwidths for the exogenous variables indicate in Q and Q_ord.

ci_method

"bandwidth_CI

Author(s)

Fusco E., Rogge N.

Examples

data(EU_2020)
indic <- c("employ_2011", "gasemiss_2011","deprived_2011")  
dat   <- EU_2020[-c(10,18),indic]
Q_GDP <- EU_2020[-c(10,18),"percGDP_2011"]

# Conditional robust BoD Constrained VWR
band = bandwidth_CI(dat, ngood=1, nbad=2, Q = Q_GDP)

[Package Compind version 2.2 Index]