Calculates the Mean Squared Error (MSE) for a given bandwidth to help select the optimal bandwidth.
Usage
mse.BW(data, t0, tau, h, folds = 3, reps = 2)
Arguments
- data
The data frame.
- t0
The landmark time.
- tau
The prediction window.
- h
The bandwidth to test.
- folds
Number of cross-validation folds.
- reps
Number of repetitions.