MVKE {fitlandr} | R Documentation |
Multivariate vector field kernel estimator
Description
See references for details.
Usage
MVKE(d, h = 0.2, kernel = c("exp", "Gaussian"))
Arguments
d |
The dataset. Should be a matrix or a data frame, with each row representing a random vector. |
h |
The bandwidth for the kernel estimator. |
kernel |
The type of kernel estimator used. "exp" by default ( |
Value
A function(x), which then returns the and
estimators at the position
.
References
Bandi, F. M., & Moloche, G. (2018). On the functional estimation of multivariate diffusion processes. Econometric Theory, 34(4), 896-946. https://doi.org/10.1017/S0266466617000305
[Package fitlandr version 0.1.0 Index]