This function computes the data-driven bandwidth value for smoothing the ROC curve. It contains three methods: the normal refrence, the plug-in and the cross-validation methods.
wbw(X, wt, bw = "NR", ktype = "normal")
The numeric data vector.
The non-negative weight vector.
A character string specifying the bandwidth selection method. The possible options are "NR
" for the normal reference, the plug-in "PI
" and cross-validation "CV
".
A character string indicating the type of kernel function: "normal
", "epanechnikov
", "biweight
", or "triweight
". Default is "normal
" kernel.
Returns the estimated value for the bandwith parameter.
Beyene, K. M. and El Ghouch A. (2020). Smoothed time-dependent ROC curves for right-censored survival data. submitted.