Kernels {HQM}

Epanechnikov kernel and pdf kernel estimate

Description

Implements the Epanechnikov kernel function and the standard kernel function estimate.

Usage

Epan(x)
K_b(b,x,y, K)
K_b_mat(b,x,y, K)

Arguments

x

A vector of design points where the kernel will be evaluated.

y

A vector of sample data points.

b

The bandwidth to use (a scalar).

K

The kernel function to use.

Details

Implements the Epanechnikov kernel function

K(x) = \frac{3}{4}(1-x^2)*(|x|<1)),

and the classical kernel density estimate

\hat{f}(x) = n^{-1}\sum_{i=1}^n K_h(x-X_i).

Value

In all three cases the functions return the value calculated at x.