baggedcv (version 1.0)

mopt: Estimation of the optimal subsample size for bagged CV

Description

Estimation of the optimal subsample size for bagged CV

Usage

mopt(x, N, r = 1000, s = 100, ncores = parallel::detectCores())

Arguments

x

Vector. Sample.

N

Positive integer. Number of subsamples for the bagged bandwidth.

r

Positive integer. Size of the subsamples.

s

Positive integer. Number of subsamples.

ncores

Positive integer. Number of cores with which to parallelize the computations.

Value

Estimate of the optimal subsample size.

Details

Estimates the optimal size of the subsamples for the bagged CV bandwidth selector.

Examples

# NOT RUN {
set.seed(1)
x <- rt(10^5, 5)
mopt(x, 500, 500, 10, 2)

# }