llweights {HQM} | R Documentation |
Local linear weight functions
Description
Implements the weights to be used in the local linear HQM estimator.
Usage
sn.0(xin, xout, h, kfun)
sn.1(xin, xout, h, kfun)
sn.2(xin, xout, h, kfun)
Arguments
xin |
Sample values. |
xout |
Grid points where the estimator will be evaluated. |
h |
Bandwidth parameter. |
kfun |
Kernel function. |
Details
The function implements the local linear weights in the definition of the estimator \hat{h}_x(t)
, see also h_xt
Value
A vector of s_n(x)
for all values x
on the marker grid.
[Package HQM version 1.0 Index]