bagcv {baggingbwsel} | R Documentation |
Bagged CV bandwidth selector for Parzen-Rosenblatt estimator
Description
Bagged CV bandwidth selector for Parzen-Rosenblatt estimator
Usage
bagcv(x, r, s, h0, h1, nb = r, ncores = parallel::detectCores())
Arguments
x |
Vector. Sample. |
r |
Positive integer. Size of the subsamples. |
s |
Positive integer. Number of subsamples. |
h0 |
Positive real number. Range over which to minimize, left bound. |
h1 |
Positive real number. Range over which to minimize, right bound. |
nb |
Positive integer. Number of bins. |
ncores |
Positive integer. Number of cores with which to parallelize the computations. |
Details
Bagged cross-validation bandwidth selector for the Parzen-Rosenblatt estimator.
Value
Bagged CV bandwidth.
Examples
set.seed(1)
x <- rnorm(10^6)
bagcv(x, 5000, 100, 0.01, 1, 1000, 2)
[Package baggingbwsel version 1.1 Index]