Bandwidth selection through GCV for one-dimension cases
Bandwidth selection through generalized cross-validation (GCV) for one-dimension cases.
GetGCVbw1D(Lt, Ly, kern, dataType = "Sparse")
Lt |
A |
Ly |
A |
kern |
A |
dataType |
A |
A scalar denoting the optimal bandwidth.
# Generate data n <- 100 interval <- c(0, 10) lambda_1 <- 9 #the first eigenvalue lambda_2 <- 1.5 #the second eigenvalue eigfun <- list() eigfun[[1]] <- function(x){cos(pi * x/10)/sqrt(5)} eigfun[[2]] <- function(x){sin(pi * x/10)/sqrt(5)} score <- cbind(rnorm(n, 0, sqrt(lambda_1)), rnorm(n, 0, sqrt(lambda_2))) DataNew <- GenDataKL(n, interval = interval, sparse = 6:8, meanfun = function(x){0}, score = score, eigfun = eigfun, sd = sqrt(0.1)) # Optimal bandwidth for mean function estimate bwOpt <- GetGCVbw1D(DataNew$Lt, DataNew$Ly, kern = "epan")
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.