PCObw: Bandwidth Selector with Penalized Comparison to Overfitting Criterion

Bandwidth selector according to the Penalised Comparison to Overfitting (P.C.O.) criterion as described in Varet, S., Lacour, C., Massart, P., Rivoirard, V., (2019) <https://hal.archives-ouvertes.fr/hal-02002275>. It can be used with univariate and multivariate data.

Version: 0.0.1
Depends: R (≥ 3.5.0)
Imports: Rcpp (≥ 0.12.17), stats (≥ 3.5.2)
LinkingTo: Rcpp, RcppEigen
Suggests: knitr, rmarkdown, mvtnorm
Published: 2023-03-23
Author: S. Varet
Maintainer: S. Varet <suzanne.varet at universite-paris-saclay.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README
CRAN checks: PCObw results

Documentation:

Reference manual: PCObw.pdf
Vignettes: PCObw

Downloads:

Package source: PCObw_0.0.1.tar.gz
Windows binaries: r-prerel: PCObw_0.0.1.zip, r-release: PCObw_0.0.1.zip, r-oldrel: PCObw_0.0.1.zip
macOS binaries: r-prerel (arm64): PCObw_0.0.1.tgz, r-release (arm64): PCObw_0.0.1.tgz, r-oldrel (arm64): PCObw_0.0.1.tgz, r-prerel (x86_64): PCObw_0.0.1.tgz, r-release (x86_64): PCObw_0.0.1.tgz
Old sources: PCObw archive

Linking:

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