Open stavrospoupakis opened 9 years ago
The single index model with Klein & Spady should have the option to change bwtype (Bandwidth Type.) Currently takes Fixed as default, but Adaptive nearest-neighbor ("adaptive_nn") should also be allowed.
library(np) n <- 200 x1 <- runif(n, min=-1, max=1) x2 <- runif(n, min=-1, max=1) y <- ifelse(x1 + x2 + rnorm(n) > 0, 1, 0)
model <- npindexbw(y~x1+x2, method="kleinspady", gradients=TRUE) summary(model)
The single index model with Klein & Spady should have the option to change bwtype (Bandwidth Type.) Currently takes Fixed as default, but Adaptive nearest-neighbor ("adaptive_nn") should also be allowed.
library(np) n <- 200 x1 <- runif(n, min=-1, max=1) x2 <- runif(n, min=-1, max=1) y <- ifelse(x1 + x2 + rnorm(n) > 0, 1, 0)
model <- npindexbw(y~x1+x2, method="kleinspady", gradients=TRUE) summary(model)