bbemkr (version 2.0)

ker: Type of kernel function

Description

For data that have infinite support, Gaussian kernel is suggested. For data that have [-1, 1] support, other types of kernel can be used.

Usage

ker(u, kerntype = c("Gaussian", "Epanechnikov", "Quartic",  "Triweight", "Triangular", "Uniform"))

Arguments

u

A numeric object

kerntype

Type of kernel function

Value

Kernel value

Details

Oftentimes, we deal with numeric values of infinite support, Gaussian kernel is commonly used. However, Epanechnikov kernel is the optimal kernel as measured by Mean Integrated Square Error. The difference among kernel functions is minor, but the influence of bandwidths is vital.

References

J. Fan and I. Gijbels (1996) Local Polynomial Modelling and Its Application. Chapman and Hall, London.

Q. Li and J. Racine (2007) Nonparametric Econometrics: Theory and Practice. Princeton University Press, New Jersey.

See Also

np_gibbs, gibbs_admkr_nw, gibbs_admkr_erro