set.options {DCSmooth}R Documentation

Set Options for the DCS procedure


Set Options for the DCS procedure


  type = "LP",
  kerns = c("MW_220", "MW_220"),
  drv = c(0, 0),
  var_model = "iid",



either local polynomial regression ("LP", the default) or kernel regression ("KR").


a character vector of length 2 containing the identifier for the kernels to be used in kernel regression. Weighting functions in local polynomial regression are computed according to the identifier. Default value is MW_220, the Mueller-Wang kernel of order (2, 2, 0). If only a single value is provided, it is used as kernel in both directions.


A non-negative vector of length 2, containing the derivative orders to be estimated from the given data. The default is c(0, 0). For LP-regression, polynomial order is selected as (\nu_1 + 1, \nu_2 + 1). If only a single value is provided, it is used as derivative in both directions.


the method of estimating the variance coefficient c_f. Currently available are var_model = c("iid", "sarma_HR", "sarma_sep", "sarma_RSS", "sfarima_RSS"). Replacing the argument var_model. For code using var_est, the argument is converted to var_model.


Additional arguments passed to set.options(). This includes IPI_options, a list containing further options used by the iterative plug-in algorithm. For convenience, any of the options usually included in the list IPI_options can be passed as argument directly to set.options and will be converted into the IPI_options list. Further arguments accepted are model_order controlling the order of the variance model, if either an SARMA or SFARIMA model is used. This argument is either a list of the form list(ar = c(1, 1), ma = c(1, 1)) or specifies an order selection criterion from c("aic", "bic", "gpac"). If an order selection criterion is used, the argument order_max controls the maximum order to be tested.


An object of class "dcs_options".


This function is used to set the options for bandwidth selection in the dcs function. Detailed information can be found in the vignette.

See Also



# See vignette("DCSmooth") for examples and explanation


myOpt <- set.options(type = "KR", var_model = "iid")
y <- y.norm1 + matrix(rnorm(101^2), nrow = 101, ncol = 101)
dcs(y, dcs_options = myOpt)

[Package DCSmooth version 1.1.2 Index]