Last data update: 2014.03.03
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R: bandwidth selection for rq functions
bandwidth.rq | R Documentation |
bandwidth selection for rq functions
Description
function to compute bandwidth for sparsity estimation
Usage
bandwidth.rq(p, n, hs=TRUE, alpha=0.05)
Arguments
p |
quantile(s) of interest
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n |
sample size
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hs |
flag for hall-sheather method
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alpha |
alpha level for intended confidence intervals
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Details
If hs=TRUE (default) then the Hall-Sheather(1988) rule O(n^{-1/3})
is used, if hs=FALSE then the Bofinger O(n^{-1/5}) is used.
Value
returns a vector of bandwidths corresponding to the argument p.
Author(s)
Roger Koenker rkoenker@uiuc.edu
References
Hall and Sheather(1988, JRSS(B)),Bofinger (1975, Aus. J. Stat)
Results
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