bw_tll {kdecopula} | R Documentation |
Bandwidth selection for the transformation local likelihood estimator
Description
The bandwidth is selected by a rule of thumb similar to bw_t
.
Usage
bw_tll(udata, deg)
Arguments
udata |
data. |
deg |
degree of the polynomial. |
Details
The formula is
where is empirical covariance matrix of the transformed
random vector and
for
TLL1
and for
TLL2
.
Value
A 2 x 2
bandwidth matrix.
[Package kdecopula version 0.9.2 Index]