h_opt_density_resR Documentation

Internal function, calculates theoretical optimal bandwidth.

Description

h_opt_density_res calculates theoretical optimal bandwidth for restricted model.

Usage

h_opt_density_res(
  p,
  N,
  dgp_F1_l,
  dgp_F1_r,
  dgp_Fp1_l,
  dgp_Fp1_r,
  kernel = "triangular"
)

Arguments

p

Integer, polynomial order.

N

Integer, sample size.

dgp_F1_l, dgp_F1_r, dgp_Fp1_l, dgp_Fp1_r

Numeric, theoretical d.g.p.

kernel

String, the kernel function, can be triangular (default), uniform or epanechnikov.

Details

This is an internal function, and should not be called by users.

Value

Returns MSE optimal bandwidth.