Object Reference : Object View and Procedure Reference : Equation
Display functional coefficient covariance functions in graphical form.
For equations estimated using the functional coefficients method.
Basic Options
Produce correlations instead of covariances.
Do not use the existing local pilot bandwidth (if it exists)
Note that this option is only available if a local pilot bandwidth has been set previously, either through the estimation step, using Equation::setpilotbw, or through another view or proc which sets the local bandwidth.
Print output.
Pilot Bandwidth Options
If a local pilot bandwidth has exists, all of the pilot bandwidth computation options below will be ignored unless the “nolocalbw” option is specified.
Do not update the local pilot bandwidth using the current pilot bandwidth computation.
plth =arg (default = “cv”)
Pilot bandwidth method: simple rule-of-thumb (“rot”), robust rule-of-thumb (“rotr”), residual squares criterion (“rsc”), modified multi cross-validation (“cv”), user-defined (“user”).
pltbw=arg (default =1)
User-defined bandwidth (if “plth=user”).
plthmin=arg (default = 0.1)
Bandwidth grid search minimum value (if not “plth=user”).
plthmax=arg (default =1)
Bandwidth grid search maximum value (if not “plth=user”).
plthlen=integer (default = 100)
Bandwidth grid search length (if not “plth=user”).
plthinc=integer (default = 10)
Bandwidth grid search increment step percentage increase (if not “plth=user”).
plthcup=integer (default = 10)
Stop rule: consecutive increases of objective function before stop (not available when “plth=user”).
pltm=arg (default = 10)
Modified multifold CV m-value: percentage of sample size used in bandwidth determination (when “plth=cv”).
pltq=integer (default = 4)
Modified multifold CV Q-value: percentage of sample size used in bandwidth determination (when “plth=cv”).
auxk=integer (default = 2)
Estimation polynomial degree for pilot stage in excess of final stage degree. This number should always be an even positive integer.
displays the functional covariances computed using the existing local pilot bandwidth if present, or estimating the pilot bandwidth, if not. If estimated, the local pilot bandwidth is updated with the result.
eq1.funcov(corr, p)
displays and prints a graph of the correlation results.
eq1.funcov(nolocalbw, noupdate, auxk=4, plth=rsc)
ignores an existing local pilot bandwidth and instead computes a pilot bandwidth using the residual squares criterion and auxiliary degree of 4, and uses it in the covariance calculation. The existing saved local pilot bandwidth is retained.
See “Functional Coefficient Regression” for discussion of functional coefficients estimation. See “Functional Covariance/Correlation Matrix” for discussion of functional covariances.
See also Equation::makefunobj and Equation::setpilotbw.