Perform an estimation of the bandwidth using least-squares cross validation

Source: R/estimate_b.R

The function performs an estimation of the bandwidth for a univariate kernel regression estimator defined over continuous data using least-square cross validation for each curve and return the average bandwidth among them.

estimate_b_cv(data)

Arguments

data

A list, where each element represents a curve. Each curve have to be defined as a list with two entries:

  • $t The sampling points

  • $x The observed points.

Value

Numeric, an estimation of the bandwidth.

See also

npregbw

Other estimate bandwidth: estimate_b_list(), estimate_b()

Examples

if (FALSE) {
X <- generate_fractional_brownian(N = 5, M = 300, H = 0.5, sigma = 0.05)
estimate_b_cv(X)
}