funcoef |
kern=arg (default=“epan”) | Kernel type: “epan” (Epanechnikov, default), “trngl” (Triangular), “unif” (Uniform), “gauss” (Normal–Gaussian), “bi” (Biweight–Quartic), “tri” (Triweight). |
eval=arg (default=“data”) | Evalution points: observed data (“data”), grid of values (“grid”). if “eval=grid” you must specify the grid values using “gmin=”, “gmax=” and “glen=”, or using “gvec=”. |
gmin = arg | Estimation grid minimum (if “eval=grid”). Must be specified along with “gmax=” and “glen=”. |
gmax = arg | Estimation grid maximum (if “eval=grid”). Must be specified along with “gmin=” and “glen=”. |
glen = arg | Estimation grid length (if “eval=grid”). Must be specified along with “gmin=” and “gmax=”. |
gvec = arg | Estimation grid points in a vector object (if “eval=grid”). |
plyk = arg (default = 1) | Estimation polynomial degree for final stage. |
auxk = arg (default = 2) | Estimation polynomial degree for pilot stage in excess of final stage. |
p | Print results. |
plth =arg (default = “cv”) | Pilot bandwidth method: simple rule-of-thumb (“rot”), robust rule-of-thumb (“rotr”), residual squares criterion (“rsc”), modified multi cross-validation (“cv”), user-defined (“user”). |
pltbw=arg (default =1) | User-defined bandwidth (if “plth=user”). |
plthmin=arg (default = 0.1) | Bandwidth grid search minimum value (if not “plth=user”). |
plthmax=arg (default =1) | Bandwidth grid search maximum value (if not “plth=user”). |
plthlen=integer (default = 100) | Bandwidth grid search length (if not “plth=user”). |
plthinc=integer (default = 10) | Bandwidth grid search increment step percentage increase (if not “plth=user”). |
plthcup=integer (default = 10) | Stop rule: consecutive increases of objective function before stop (not available when “plth=user”). |
pltm=arg (default = 10) | Modified multifold CV m-value: percentage of sample size used in bandwidth determination (when “plth=cv”). |
pltq=integer (default = 4) | Modified multifold CV Q-value: percentage of sample size used in bandwidth determination (when “plth=cv”). |
fnlh =arg (default = “cv”) | Final bandwidth method: simple rule-of-thumb (“rot”), robust rule-of-thumb (“rotr”), residual squares criterion (“rsc”), modified multi cross-validation (“cv”), integrated asymptotic mean square error (“mse”), leave-one-out cross-validation (“loo”), nonparametric AIC (“aic”), user-defined (“user”). |
fnlbw=arg | User-defined bandwidth (if “fnlh=user”). |
fnlhmin=arg (default = 0.1) | Bandwidth grid search minimum value (if not “fnlh=user”). |
fnlhmax=arg (default =1) | Bandwidth grid search maximum value (if not “fnlh=user”). |
fnlhlen=integer (default = 100) | Bandwidth grid search length (if not “fnlh=user”). |
fnlhinc=integer (default = 10) | Bandwidth grid search increment step percentage increase (if not “fnlh=user”). |
fnlhcup=integer (default = 10) | Stop rule: consecutive increases of objective function before stop (if not “fnlh=user”). |
fnlm=arg (default = 10) | Modified multifold CV m-value: percentage of sample size used in bandwidth determination (when “fnlh=cv”). |
fnlfq=integer (default = 4) | Modified multifold CV Q-value: percentage of sample size used in bandwidth determination (when “fnlh=cv”). |