Experimental function used to fit depth weighted density estimator.

depthDensity(x, y, nx = 5, ny = 32, xg = NULL, yg = NULL, ...)

x | numeric vector |
---|---|

y | numeric vector |

nx | the number of equally spaced points at which the density is to be estimated in x-dimension. |

ny | the number of equally spaced points at which the density is to be estimated in x-dimension. |

xg | vector of point at which the density is to be estimated. |

yg | vector of point at which the density is to be estimated. |

... | arguments passed to depthLocal. |

Kosiorowski D. and Zawadzki Z. (2014) Notes on optimality of predictive distribution pseudo-estimators in the CHARME models and automatic trading strategies, FindEcon2014, submitted