coef.lpbwdensity {lpdensity}R Documentation

Coef Method for Local Polynomial Density Bandwidth Selection

Description

The coef method for local polynomial density bandwidth selection objects.

Usage

## S3 method for class 'lpbwdensity'
coef(object, ...)

Arguments

object

Class "lpbwdensity" object, obtained by calling lpbwdensity.

...

Other arguments.

Value

A matrix containing grid points and selected bandwidths.

Author(s)

Matias D. Cattaneo, Princeton University. cattaneo@princeton.edu.

Michael Jansson, University of California Berkeley. mjansson@econ.berkeley.edu.

Xinwei Ma (maintainer), University of California San Diego. x1ma@ucsd.edu.

See Also

lpbwdensity for data-driven bandwidth selection.

Supported methods: coef.lpbwdensity, print.lpbwdensity, summary.lpbwdensity.

Examples

# Generate a random sample
set.seed(42); X <- rnorm(2000)

# Construct bandwidth
coef(lpbwdensity(X))


[Package lpdensity version 2.4 Index]