bwadap {iosmooth}

Adaptive bandwidth choice

Description

Generic function for adaptive bandwidth choice.

Usage

bwadap(x, ...)

Arguments

x

If x is a univariate time series with class ts, bwadap returns an appropriate smoothing parameter for spectral density estimation. If x is a univariate data vector with class numeric, bwadap returns a bandwidth for density estimation.

...

Further arguments passed to the methods.

Author(s)

Timothy L. McMurry

References

Politis, D. N. (2003). Adaptive bandwidth choice. Journal of Nonparametric Statistics, 15(4-5), 517-533.

See Also

bwadap.numeric, bwadap.ts