h_GenROT_without {locpolExpectile} | R Documentation |
Rule-of-Thumb bandwidth selectors in a location-scale setting without using the one-to-one mapping
Description
Rule-of-Thumb bandwidth selector for the expectile regression
in a location scale without using the one-to-one mapping. The weight function
is chosen to be equal to the indicator function on [min(X_i)+0.1,max(X_i)-0.1]
.
Usage
h_GenROT_without(X, Y, j = 0, p = 1, kernel = gaussK, omega)
compDerEstError_exp(X, Y, p, omega)
Arguments
X |
The covariate data values. |
Y |
The response data values. |
j |
The order of derivative to estimate. In default setting, |
p |
The order of the local polynomial estimator. In default setting,
|
kernel |
The kernel used to perform the estimation. In default setting,
|
omega |
Numeric vector of level between 0 and 1 where 0.5 corresponds to the mean. |
Value
h_GenROT_without
provides
the Rule-of-Thumb bandwidth selector in a location-scale setting without
using the one-to-one mapping for univariate expectile regression
proposed by Adam and Gijbels (2021a).
compDerEstError_exp
returns a data frame whose components are:
-
X
The covariate data values. -
Y
The response data values. -
fit
The fitted values for the parametric estimation. -
der
The derivative estimation atX
values. -
err
The estimation of the error vector -
err_fit
The\omega
th expectile of the residuals
References
Adam, C. and Gijbels, I. (2021a). Local polynomial expectile regression. Annals of the Institute of Statistical Mathematics doi:10.1007/s10463-021-00799-y.
Examples
library(locpol)
data(mcycle)
y=mcycle$accel
x=mcycle$times
h=h_GenROT_without(X=x,Y=y,j=0,p=1,kernel=gaussK,omega=0.3)
#h=1.937706