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baggingbwsel: Bagging bandwidth selection in kernel density and regression estimation

Version 1.1

This package implements bagging bandwidth selection methods for the Parzen-Rosenblatt kernel density estimator, and for the Nadaraya-Watson and local polynomial kernel regression estimators. These bandwidth selectors can achieve greater statistical precision than their non-bagged counterparts while being computationally fast. See Barreiro-Ures et al. (2021a) and Barreiro-Ures et al. (2021b).

Installation

baggingbwsel is not yet available from CRAN, but you can install the development version from github with:

# install.packages("remotes")
remotes::install_github("rubenfcasal/baggingbwsel")

Note also that, as this package requires compilation, Windows users need to have previously installed the appropriate version of Rtools, and OS X users need to have installed Xcode.

Authors

Maintainer: Ruben Fernandez-Casal (Dep. Mathematics, University of A Coruña, Spain). Please send comments, error reports or suggestions to rubenfcasal@gmail.com.

References

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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