Klik {MKLE} | R Documentation |
The function computes the kernel log likelihood for a given theta
klik(theta = 0, data, Kernel = dnorm, bw = 2*sd(data))
theta |
the parameter value for which the log likelihood will be computed. |
data |
the data for which the log likelihood will be computed. |
Kernel |
a R function to be used as the kernel function. |
bw |
the smoothing bandwidth to be used. |
The log likelihood of theta for a given bandwidth.
The log likelihood based on the shifted kernel density estimator.
Thomas Jaki
~in preperation~
## plots the kernel log likelihood data(state) attach(state) tv<-seq(min(crime),max(crime)) lik<-sapply(tv,klik,data=crime) plot(tv,lik,type='l',xlab='theta',ylab='Kernel Likelihood') abline(v=mean(crime),col='red')