bagreg {baggingbwsel} | R Documentation |
Bagged CV bandwidth selector for Nadaraya-Watson estimator
bagreg(x, y, r, s, h0, h1, nb = r, ncores = parallel::detectCores())
x |
Covariate vector. |
y |
Response vector. |
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 to use in cross-validation. |
ncores |
Positive integer. Number of cores with which to parallelize the computations. |
Bagged cross-validation bandwidth selector for the Nadaraya-Watson estimator.
Bagged CV bandwidth.
set.seed(1) x <- rnorm(10^5) y <- 2*x+rnorm(1e5,0,0.5) bagreg(x, y, 1000, 10, 0.01, 1, 1000, 2)