Optimize Bandwidth for Continuous Landpred Models — optimize_bandwidth • landpred

Selects the optimal bandwidth by minimizing the Mean Squared Error (MSE) using cross-validation.

Usage

optimize_bandwidth(
  landpred_obj,
  t0,
  tau,
  lower = 0.05,
  upper = 5,
  transform = identity,
  reps = 50,
  train_prop = 0.66
)

Arguments

landpred_obj: A landpred object.
t0: The landmark time.
tau: The prediction window.
lower: Lower bound for bandwidth search.
upper: Upper bound for bandwidth search.
transform: Transformation function for the short-term covariate (e.g., log). Default is identity.
reps: Number of cross-validation repetitions. Default is 50.
train_prop: Proportion of data used for training in each fold. Default is 0.66.

Value

The optimal bandwidth.