mopt {baggingbwsel} | R Documentation |
Estimation of the optimal subsample size for bagged CV bandwidth for Parzen-Rosenblatt estimator
mopt(x, N, r = 1000, s = 100, ncores = parallel::detectCores())
x |
Vector. Sample. |
N |
Positive integer. Number of subsamples for the bagged bandwidth. |
r |
Positive integer. Size of the subsamples. |
s |
Positive integer. Number of subsamples. |
ncores |
Positive integer. Number of cores with which to parallelize the computations. |
Estimates the optimal size of the subsamples for the bagged CV bandwidth selector for the Parzen-Rosenblatt estimator.
Estimate of the optimal subsample size.
set.seed(1)
x <- rt(10^5, 5)
mopt(x, 500, 500, 10, 2)