h_opt_density function

Internal function, calculates theoretical optimal bandwidth.

h_opt_density calculates theoretical optimal bandwidth.

h_opt_density(x, p, N, dgp_F1, dgp_Fp1, f_low, f_up, kernel = "triangular")

Arguments

• x: Numeric vector or data matrix, the running variable.
• p: Integer, polynomial order.
• N: Integer, sample size.
• dgp_F1, dgp_Fp1: Numeric, theoretical d.g.p.
• f_low, f_up: Numeric, lower and upper boundaries.
• kernel: String, the kernel function, can be triangular (default), uniform or epanechnikov.

Returns

Returns MSE optimal bandwidth.

Details

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