hboot_bag {baggingbwsel} | R Documentation |
Bagging bootstrap bandwidth selector for Parzen-Rosenblatt estimator
Description
Bagging bootstrap bandwidth selector for Parzen-Rosenblatt estimator
Usage
hboot_bag(
x,
m = n,
N = 1,
nb = 1000L,
g,
lower,
upper,
ncores = parallel::detectCores(logical = FALSE)
)
Arguments
x |
Vector. Sample. |
m |
Positive integer. Size of the subsamples. |
N |
Positive integer. Number of subsamples. |
nb |
Positive integer. Number of bins. |
g |
Positive real number. Pilot bandwidth. |
lower |
Positive real number. Range over which to minimize, left bound. |
upper |
Positive real number. Range over which to minimize, right bound. |
ncores |
Positive integer. Number of cores with which to parallelize the computations. |
Details
Bagging bootstrap bandwidth selector for the Parzen-Rosenblatt estimator.
Value
Bagged CV bandwidth.
Examples
set.seed(1)
x <- rnorm(10^5)
hboot_bag(x, 5000, 10, 1000, lower=0.001, upper=1, ncores=2)
[Package baggingbwsel version 1.1 Index]