The functions {summary,bandwidth}.rq() in the package quantreg looks
promising, but it is not really my area...
http://lmgtfy.com/?q=Hall-Sheater+sparsity+%22r-project%22
Hope this helps a little.
Allan
On 23/07/10 21:02, Nathalie Gimenes wrote:
Hi All,
I would like to estimate the "sparsity function" using Hall Sheater
bandwidth.
Is there any command for this?
Thanks,
NGS
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