One-Sided Cross-Validation


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Documentation for package ‘OSCV’ version 1.0

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ASE_reg The ASE function for the local linear estimator (LLE) in the regression context.
CV_reg The cross-validation (CV) function in the regression context.
C_smooth The OSCV smooth rescaling constant.
fstar Nonsmooth density function with seven cusps.
h_ASE_reg The ASE-optimal bandwidth in the regression context.
H_I The family of two-sided cross-validation kernels H_I.
h_OSCV_dens The OSCV bandwidth in the density estimation context.
h_OSCV_reg The OSCV bandwidth in the regression context.
ISE_fstar The ISE function in the kernel density estimation (KDE) context in the case when the underlying density is 'fstar'.
loclin Computing the local linear estimate (LLE).
L_I The family of one-sided cross-validation kernels L_I.
OSCV_Epan_dens The OSCV function based on L_E, the one-sided Epanechnikov kernel, in the kernel density estimation (KDE) context.
OSCV_Gauss_dens The OSCV function based on L_G, the one-sided Gaussian kernel, in the kernel density estimation (KDE) context.
OSCV_LI_dens The OSCV function based on the kernel 'L_I' in the density estimation (KDE) context.
OSCV_reg The OSCV function in the regression context.
reg3 Nonsmooth regression function with six cusps.
sample_fstar Taking a random sample from 'fstar'.