110 <strong>np</strong>index<strong>np</strong>sigtest(bws=bw,index=c(1,3))# EXAMPLE 1 (INTERFACE=DATAFRAME): For this example, we simulate 100# draws from a DGP in which z, the first column of X, is an irrelevant# discrete variableset.seed(12345)n
<strong>np</strong>index 111Usage<strong>np</strong>index(bws, ...)## S3 method for class 'formula':<strong>np</strong>index(bws, data = NULL, newdata = NULL, ...)## S3 method for class 'call':<strong>np</strong>index(bws, ...)## Default S3 method:<strong>np</strong>index(bws,txdat = stop("training data 'txdat' missing"),tydat = stop("training data 'tydat' missing"),exdat,eydat,gradients,residuals,errors,boot.num,...)## S3 method for class 'sibandwidth':<strong>np</strong>index(bws,txdat = stop("training data 'txdat' missing"),tydat = stop("training data 'tydat' missing"),exdat,eydat,gradients = FALSE,residuals = FALSE,errors = FALSE,boot.num = 399,...)Argumentsbwsgradientsresidualserrorsa bandwidth specification. This can be set as a sibandwidth object returnedfrom an invocation of <strong>np</strong>indexbw, or as a vector of parameters (beta) witheach element i corresponding to the coefficient for column i in txdat wherethe first element is normalized to 1, and a scalar bandwidth (h).a logical value indicating that you want gradients computed and returned in theresulting singleindex object. Defaults to FALSE.a logical value indicating that you want residuals computed and returned in theresulting singleindex object. Defaults to FALSE.a logical value indicating that you want (bootstrapped) standard errors for theconditional mean, gradients (when gradients=TRUE is set), and average gradients(when gradients=TRUE is set), computed and returned in the resultingsingleindex object. Defaults to FALSE.
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The np PackageFebruary 16, 2008Vers
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Italy 3Examplesdata("cps71")attach(
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wage1 5Examplesdata("oecdpanel")att
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gradients 7## S3 method for class '
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np 9A variety of bandwidth methods
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npcmstest 11npcmstestKernel Consist
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npcmstest 13ReferencesAitchison, J.
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npcdens 15npcdensKernel Conditional
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npcdens 17Valuenpcdens returns a co
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npcdens 19# Gaussian kernel (defaul
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npcdens 21# (1993) (see their descr
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npcdensbw 23fit
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npcdensbw 25na.actionxdatydatbwspro
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npcdensbw 27data. The approach is b
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npconmode 29# depending on the spee
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npconmode 31tydatexdateydata one (1
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npconmode 33lwt,family=binomial(lin
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npudens 35npudensKernel Density and
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npudens 37Author(s)Tristen Hayfield
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npudens 39# EXAMPLE 1 (INTERFACE=DA
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npudensbw 41library("datasets")data
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npudensbw 43bwsa bandwidth specific
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npudensbw 45fvalobjective function
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npudensbw 47# previous examples.bw
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npudensbw 49# previous examples.bw
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npksum 51Argumentsformuladatanewdat
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npksum 53Usage IssuesIf you are usi
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npksum 55# the bandwidth object its
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npksum 57ss
- Page 59 and 60: npplot 59plot.behavior = c("plot","
- Page 61 and 62: npplot 61xtrim = 0.0,neval = 50,com
- Page 63 and 64: npplot 63xdatydatzdatxqyqzqxtrimytr
- Page 65 and 66: npplot 65DetailsValuenpplot is a ge
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- Page 69 and 70: npplot 69# npplot(). When npplot()
- Page 71 and 72: npplreg 71## S3 method for class 'c
- Page 73 and 74: npplreg 73residR2MSEMAEMAPECORRSIGN
- Page 75 and 76: npplreg 75# Plot the regression sur
- Page 77 and 78: npplregbw 77and dependent data), an
- Page 79 and 80: npplregbw 79Detailsnpplregbw implem
- Page 81 and 82: npplregbw 81x2
- Page 83 and 84: npqcmstest 83npqcmstestKernel Consi
- Page 85 and 86: npqcmstest 85Author(s)Tristen Hayfi
- Page 87 and 88: npqreg 87ftol = 1.19209e-07,tol = 1
- Page 89 and 90: npqreg 89Li, Q. and J.S. Racine (20
- Page 91 and 92: npreg 91Usagenpreg(bws, ...)## S3 m
- Page 93 and 94: npreg 93residR2MSEMAEMAPECORRSIGNif
- Page 95 and 96: npreg 95summary(model)# Use npplot(
- Page 97 and 98: npreg 97# - this may take a few min
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- Page 101 and 102: npregbw 101## S3 method for class '
- Page 103 and 104: npregbw 103ckerorderukertypeokertyp
- Page 105 and 106: npregbw 105ReferencesAitchison, J.
- Page 107 and 108: npsigtest 107bw
- Page 109: npsigtest 109Author(s)Tristen Hayfi
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- Page 119 and 120: npindexbw 119# plotting via persp()
- Page 121 and 122: npindexbw 121methodnmultithe single
- Page 123 and 124: npindexbw 123allows one to deploy t
- Page 125 and 126: npscoef 125x1
- Page 127 and 128: npscoef 127Valueeydatezdaterrorsres
- Page 129 and 130: npscoef 129# We could manually plot
- Page 131 and 132: npscoefbw 131optim.abstol,optim.max
- Page 133 and 134: npscoefbw 133optim.maxattemptsmaxim
- Page 135 and 136: npscoefbw 135ReferencesAitchison, J
- Page 137 and 138: uocquantile 137uocquantileCompute Q
- Page 139: INDEX 139npconmode, 29npindex, 110n
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