Create a configuration object for bias bound estimations
create_biasBound_config.RdCreate a configuration object for bias bound estimations
Usage
create_biasBound_config(
X,
Y = NULL,
h = NULL,
h_method = "cv",
use_fft = TRUE,
alpha = 0.05,
resol = 100,
xi_lb = NULL,
xi_ub = NULL,
methods_get_xi = "Schennach",
kernel.fun = "Schennach2004",
if_approx_kernel = TRUE,
kernel.resol = 1000
)Arguments
- X
A numerical vector of sample data.
- Y
Optional. A numerical vector of sample data for conditional expectation.
- h
A scalar bandwidth parameter. If NULL, the bandwidth is automatically selected using the method specified in 'h_method'.
- h_method
Method for automatic bandwidth selection when h is NULL. Options are "cv" (cross-validation) and "silverman" (Silverman's rule of thumb). Default is "cv".
- use_fft
Ignored. Maintained for backward compatibility.
- alpha
Confidence level for intervals.
- resol
Resolution for the estimation range.
- xi_lb
Lower bound for the interval of Fourier Transform frequency.
- xi_ub
Upper bound for the interval of Fourier Transform frequency.
- methods_get_xi
Method to determine xi interval.
- kernel.fun
Kernel function to be used. Options include "normal", "epanechnikov", "Schennach2004", and "sinc".
- if_approx_kernel
Use approximations for the kernel function.
- kernel.resol
Resolution for kernel approximation.