PCObw: Bandwidth Selector with Penalized Comparison to Overfitting
Criterion
Bandwidth selector according to the Penalised Comparison to Overfitting (P.C.O.)
criterion as described in Varet, S., Lacour, C., Massart, P., Rivoirard, V., (2019)
<https://hal.archives-ouvertes.fr/hal-02002275>.
It can be used with univariate and multivariate data.
Version: |
0.0.1 |
Depends: |
R (≥ 3.5.0) |
Imports: |
Rcpp (≥ 0.12.17), stats (≥ 3.5.2) |
LinkingTo: |
Rcpp, RcppEigen |
Suggests: |
knitr, rmarkdown, mvtnorm |
Published: |
2023-03-23 |
Author: |
S. Varet |
Maintainer: |
S. Varet <suzanne.varet at universite-paris-saclay.fr> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
Materials: |
README |
CRAN checks: |
PCObw results |
Documentation:
Downloads:
Linking:
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