Kernel estimation of ???

Return ???

generate_estimation_data(data, kernel, sd)

Arguments

data

a numerical vector of data

kernel

a kernel function

sd

a numerical number of bandwidth

Value

???

See also

Other Rintaro Ichiya: H_kernel_estimation(), epanechnikov(), f_kernel_estimation(), g_kernel_estimation(), get_bw(), h_kernel_est(), lleplot2()

Examples

if (FALSE) {
intercept_ls <- c()
w_ls <- c()
for (i in 1:1000){
generate_data <- generate_estimation_data(arch_data, epanechnikov, sd=1)
coef <- lleplot2(generate_data, lag=seq(0, 1, by=0.0005))
intercept <- unname(coef["(Intercept)"])
w <- unname(coef["wlle1"])
intercept_ls <- c(intercept_ls, intercept)
w_ls <- c(w_ls, w)
}
hist(w_ls, breaks=100)
hist(intercept_ls, breaks=100)
}