ibr: tracekernel – R documentation

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tracekernel

Trace of product kernel smoother

Evaluate the trace of the product of kernel smoother (Gaussian, Epanechnikov, Uniform, Quartic). This function is not intended to be used directly.

tracekernel(X,bx,kernelx,n,p)

`X`	Matrix of explanatory variables, size n, p.
`bx`	The vector of different bandwidths, length p.
`kernelx`	Character string which allows to choose between gaussian kernel (`"g"`), Epanechnikov (`"e"`), uniform (`"u"`), quartic (`"q"`).
`n`	Number of rows of X.
`p`	Number of columns of X.

Evaluate the trace (effective degree of freedom) of the product kernel smoother.

Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober.