h_opt_density_res function

Internal function, calculates theoretical optimal bandwidth.

h_opt_density_res calculates theoretical optimal bandwidth for restricted model.

h_opt_density_res(
  p,
  N,
  dgp_F1_l,
  dgp_F1_r,
  dgp_Fp1_l,
  dgp_Fp1_r,
  kernel = "triangular"
)

Arguments

• p: Integer, polynomial order.
• N: Integer, sample size.
• dgp_F1_l, dgp_F1_r, dgp_Fp1_l, dgp_Fp1_r: Numeric, theoretical d.g.p.
• 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.