Last data update: 2014.03.03

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Results 1 - 10 of 39 found.
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npksum (Package: np) : Kernel Sums with Mixed Data Types

npksum computes kernel sums on evaluation data, given a set of training data, data to be weighted (optional), and a bandwidth specification (any bandwidth object).
● Data Source: CranContrib
● Keywords: nonparametric
● Alias: npksum, npksum.default, npksum.formula, npksum.numeric
● 0 images

b.star (Package: np) : Compute Optimal Block Length for Stationary and Circular Bootstrap

b.star is a function which computes the optimal block length for the continuous variable data using the method described in Patton, Politis and White (2009).
● Data Source: CranContrib
● Keywords: nonparametric, univar
● Alias: b.star
● 0 images

npdeptest (Package: np) : Kernel Consistent Pairwise Nonlinear Dependence Test for Univariate Processes

npdeptest implements the consistent metric entropy test of pairwise independence as described in Maasoumi and Racine (2002).
● Data Source: CranContrib
● Keywords: nonparametric, univar
● Alias: npdeptest
● 0 images

npcdist (Package: np) : Kernel Conditional Distribution Estimation with Mixed Data Types

npcdist computes kernel cumulative conditional distribution estimates on p+q-variate evaluation data, given a set of training data (both explanatory and dependent) and a bandwidth specification (a condbandwidth object or a bandwidth vector, bandwidth type, and kernel type) using the method of Li and Racine (2008) and Li, Lin, and Racine (2013). The data may be continuous, discrete (unordered and ordered factors), or some combination thereof.
● Data Source: CranContrib
● Keywords: nonparametric
● Alias: npcdist, npcdist.call, npcdist.condbandwidth, npcdist.default, npcdist.formula
● 0 images

npcdens (Package: np) : Kernel Conditional Density Estimation with Mixed Data Types

npcdens computes kernel conditional density estimates on p+q-variate evaluation data, given a set of training data (both explanatory and dependent) and a bandwidth specification (a conbandwidth object or a bandwidth vector, bandwidth type, and kernel type) using the method of Hall, Racine, and Li (2004). The data may be continuous, discrete (unordered and ordered factors), or some combination thereof.
● Data Source: CranContrib
● Keywords: nonparametric
● Alias: npcdens, npcdens.call, npcdens.conbandwidth, npcdens.default, npcdens.formula
● 0 images

npregiv (Package: np) :

npregiv computes nonparametric estimation of an instrumental regression function phi defined by conditional moment restrictions stemming from a structural econometric model: E [Y - phi (Z,X) | W ] = 0, and involving endogenous variables Y and Z and exogenous variables X and instruments W. The function phi is the solution of an ill-posed inverse problem.
● Data Source: CranContrib
● Keywords: instrument
● Alias: npregiv
● 0 images

npindexbw (Package: np) : Semiparametric Single Index Model Parameter and Bandwidth Selection

npindexbw computes a npindexbw bandwidth specification using the model Y = G(XB) + epsilon. For continuous Y, the approach is that of Hardle, Hall and Ichimura (1993) which jointly minimizes a least-squares cross-validation function with respect to the parameters and bandwidth. For binary Y, a likelihood-based cross-validation approach is employed which jointly maximizes a likelihood cross-validation function with respect to the parameters and bandwidth. The bandwidth object contains parameters for the single index model and the (scalar) bandwidth for the index function.
● Data Source: CranContrib
● Keywords: nonparametric
● Alias: npindexbw, npindexbw.NULL, npindexbw.default, npindexbw.formula, npindexbw.sibandwidth
● 0 images

npscoefbw (Package: np) : Smooth Coefficient Kernel Regression Bandwidth Selection

npscoefbw computes a bandwidth object for a smooth coefficient kernel regression estimate of a one (1) dimensional dependent variable on p+q-variate explanatory data, using the model Y_i = t(W_i) * gamma(Z_i) + u_i where t(W_i) = (1,t(X_i)) given training points (consisting of explanatory data and dependent data), and a bandwidth specification, which can be a rbandwidth object, or a bandwidth vector, bandwidth type and kernel type.
● Data Source: CranContrib
● Keywords: nonparametric
● Alias: npscoefbw, npscoefbw.NULL, npscoefbw.default, npscoefbw.formula, npscoefbw.scbandwidth
● 0 images

npregbw (Package: np) : Kernel Regression Bandwidth Selection with Mixed Data Types

npregbw computes a bandwidth object for a p-variate kernel regression estimator defined over mixed continuous and discrete (unordered, ordered) data using expected Kullback-Leibler cross-validation, or least-squares cross validation using the method of Racine and Li (2004) and Li and Racine (2004).
● Data Source: CranContrib
● Keywords: nonparametric
● Alias: npregbw, npregbw.NULL, npregbw.default, npregbw.formula, npregbw.rbandwidth
● 0 images

gradients (Package: np) : Extract Gradients

gradients is a generic function which extracts gradients from objects.
● Data Source: CranContrib
● Keywords: nonparametric
● Alias: gradients, gradients.condensity, gradients.condistribution, gradients.npregression, gradients.qregression, gradients.singleindex
● 0 images