llweights {HQM}R Documentation

Local linear weight functions

Description

Implements the weights to be used in the local linear HQM estimator.

Usage

sn.0(xin, xout, h, kfun)
sn.1(xin, xout, h, kfun)
sn.2(xin, xout, h, kfun)

Arguments

xin

Sample values.

xout

Grid points where the estimator will be evaluated.

h

Bandwidth parameter.

kfun

Kernel function.

Details

The function implements the local linear weights in the definition of the estimator \hat{h}_x(t), see also h_xt

Value

A vector of s_n(x) for all values x on the marker grid.


[Package HQM version 1.0 Index]