mig_kdens_arma {mig}R Documentation

MIG kernel density estimator

Description

Given a data matrix over a half-space defined by beta, compute the log density taking in turn an observation in newdata as location vector and computing the kernel density estimate.

Usage

mig_kdens_arma(x, newdata, Omega, beta, logd)

Arguments

x

n by d matrix of quantiles

newdata

matrix of new observations at which to evaluated the kernel density

Omega

d by d positive definite scale matrix \boldsymbol{\Omega}

beta

d vector \boldsymbol{\beta} defining the half-space through \boldsymbol{\beta}^{\top}\boldsymbol{\xi}>0

Value

the value of the likelihood cross-validation criterion


[Package mig version 1.0 Index]