Loader's book is the ultimate reference (other than the source code...). I don't have it with me right now, so can't tell you for sure. However, it seems like an odd thing to do to use a different kernel at the selection step than the final estimation step. I should think if you specify the kernel, it is used regardless of how the bandwidth is chosen.
Andy From: FMH > > Thank you Andy. I'm aware of that but my question is about > the way the locfit package use to automatically determine > the bandwidth/smoothing parameter if Gauss kernel density > function is used as the weight function. Does the generalized > cross validation criteria is imposed here or does the value > of the bandwidth is fixed (by default) in the package, unless > we specify our own value? > > > Cheers, > Fir > > > > ----- Original Message ---- > From: "Liaw, Andy" <andy_l...@merck.com> > To: FMH <kagba2...@yahoo.com>; r-help@r-project.org > Sent: Mon, May 10, 2010 4:00:51 PM > Subject: RE: [R] smoothing parameter in locfit package > > See the "kern" argument in ?locfit.raw. > > Andy > > From: FMH > > Hi, > > > > In the locfit package, could someone please let me know the > automatic > > selection of smoothing parameter if Gauss kernel density > function is > > used as weight function? > > > > thanks > > Fir > > > > > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > > Notice: This e-mail message, together with any attachments, > contains information of Merck & Co., Inc. (One Merck Drive, > Whitehouse Station, New Jersey, USA 08889), and/or its > affiliates Direct contact information for affiliates is available at > http://www.merck.com/contact/contacts.html) that may be > confidential, proprietary copyrighted and/or legally > privileged. It is intended solely for the use of the > individual or entity named on this message. If you are not > the intended recipient, and have received this message in > error, please notify us immediately by reply e-mail and then > delete it from your system. > > > > Notice: This e-mail message, together with any attachme...{{dropped:11}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
