PI function

The plug-in bandwidth selection for weighted data

This function computes the data-driven bandwidth for smoothing the ROC (or distribution) function using the PI method of Beyene and El Ghouch (2020). This is an extension of the classical (unweighted) direct plug-in bandwith selection method to the case of weighted data.

PI(X, wt, ktype = "normal")

Arguments

• X: The numeric vector of random variable.
• wt: The non-negative weight vector.
• ktype: A character string giving the type kernel to be used: "normal", "epanechnikov", "biweight", or "triweight". By default, the "normal" kernel is used.

Returns

Returns the computed value for the bandwith parameter.

Details

See Beyene and El Ghouch (2020) for details.

References

Beyene, K. M. and El Ghouch A. (2020). Smoothed time-dependent ROC curves for right-censored survival data. submitted.

Author(s)

Kassu Mehari Beyene, Catholic University of Louvain. <kasu.beyene@uclouvain.be>

Anouar El Ghouch, Catholic University of Louvain. <anouar.elghouch@uclouvain.be>