extremefit (version 1.0.2)

TruncGauss.kernel: Truncated Gaussian kernel function

Description

Truncated Gaussian kernel function

Usage

TruncGauss.kernel(x, sigma = 1)

Arguments

x

a vector.

sigma

the standard deviation of the truncated gaussian kernel.

Details

Truncated Gaussian Kernel with \(sigma\) the standard deviation parameter with default value \(1\). $$ K(x) = (1/{sigma*sqrt(2 \pi)} exp(-(x/sigma)^2/2)) (abs(x) <= 1) $$ We recommend a critical value of 3.6 for this kernel with sigma=1.

Examples

# NOT RUN {
plot(function(x) TruncGauss.kernel(x), -2, 2,
main = " Truncated Gaussian kernel")

# }