suggestBandwith {covafillr}

Suggest bandwith for local polynomial regression

Description

The bandwith is suggested coordinate wise to be

0.9 \sqrt{5} \min\left(sd(x),\frac{IQR(x)}{1.349}\right) n ^{-\frac{1}{d+4}} (p+1)

where p is the polynomial degree used and n is the number of coordinate points.

Usage

suggestBandwith(X, p)

Arguments

X

A numeric matrix or vector of data coordinates

p

Polynomial degree to base the suggestion on

Value

a vector or scalar of suggested bandwiths

Author(s)

Christoffer Moesgaard Albertsen