adaptive_bandwidth {fChange} | R Documentation |
Adaptive_bandwidth
Description
Computes the data-driven bandwidth using a method based on the spectral density operator which adapts to the functional data.
Usage
adaptive_bandwidth(
X,
kernel = bartlett_kernel,
name = NULL,
order = NULL,
weighting = NULL
)
Arguments
X |
A dfts object or data which can be automatically converted to that
format. See |
kernel |
Kernel function. No additional parameters are needed for
|
name , order , weighting |
Additional parameters if non-standard kernels, e.g.
those not in fChange, are used. See references for the definitions. Name is
extracted from the kernel name to select |
Value
Scalar value of the data-adapted bandwidth.
References
Rice, G., & Shang, H. L. (2017). A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series. Journal of Time Series Analysis, 38(4), 591–609.
See Also
bartlett_kernel()
, truncated_kernel()
, parzen_kernel()
,
tukey_hanning_kernel()
, quadratic_spectral_kernel()
, daniell_kernel()
,
flat_top_kernel()
Examples
adaptive_bandwidth(generate_brownian_motion(100))
adaptive_bandwidth(electricity, parzen_kernel)