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bandwidth.grid

Bandwidth Grid


Description

Create either a geometric or an uniform grid of bandwidths between two values

Usage

bandwidth.grid(hmin, hmax, length = 20, type = "geometric")

Arguments

hmin

the minimum value of the grid.

hmax

the maximum value of the grid.

length

the length of the grid.

type

the type of grid, either geometric or uniform.

Details

The geometric grid is defined by:

grid(l) = hmin * exp( ( log(hmax)-log(hmin) ) / (length -1) ) ^ l , l = 0 , ... , (length -1)

Value

Return a geometric or uniform grid of size length between hmin and hmax.

Examples

hmin <- 0.05
hmax <- 0.2
length <- 20
(h.geometric <- bandwidth.grid(hmin, hmax, length, type = "geometric"))
(h.uniform <- bandwidth.grid(hmin, hmax, length, type = "uniform"))

extremefit

Estimation of Extreme Conditional Quantiles and Probabilities

v1.0.2
GPL-2
Authors
Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot
Initial release
2019-05-03

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