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HQM (version 0.1.1)

llweights: 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)

Value

A vector of \(s_n(x)\) for all values \(x\) on the marker grid.

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