Estimation of the optimal subsample size for bagged CV bandwidth for Parzen-Rosenblatt estimator
Usage
mopt(x, N, r = 1000, s = 100, ncores = parallel::detectCores())
Arguments
- 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.
Value
Estimate of the optimal subsample size.
Details
Estimates the optimal size of the subsamples for the bagged CV bandwidth selector for the Parzen-Rosenblatt estimator.
Examples
set.seed(1)
x <- rt(10^5, 5)
mopt(x, 500, 500, 10, 2)
#> [1] 271