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lambda <- function (z, x, xi, h = NULL, kernel = c("Gaussian", "Beta",
"Triangle", "Cosinus", "Optcosinus"), g = 0)
{
if (is.null(h)) {
cat("WARNING! BANDWIDTH MUST BE SPECIFIED!", "\n")
}
n <- nrow(xi)
p <- ncol(xi)
if(length(h)==1) h <- rep(h,p)
if(length(h)!=p) {
stop("Check the length of the bandwidth h.")
} else{
h <- matrix(rep(h,each=n),nrow=n)
}
x <- matrix(rep(x,each=n),nrow=n)
X.mat=cbind(1,(xi-x))
kernel <- match.arg(kernel)
inwindow <- (abs((xi - x)/h) <= 1)
if (kernel == "Gaussian") {
W=(kern.G(x, xi, h) * inwindow)
}
else if (kernel == "Beta") {
W=(kern.B(x, xi, h, g) * inwindow)
}
else if (kernel == "Triangle") {
W=(kern.T(x, xi, h) * inwindow)
}
else if (kernel == "Cosinus") {
W=(kern.C(x, xi, h) * inwindow)
}
else if (kernel == "Optcosinus") {
W=(kern.O(x, xi, h) * inwindow)
}
W = diag(apply(matrix(W,ncol=ncol(X.mat)-1),1,prod))
A=try(solve(t(X.mat)%*%(W%*%X.mat)), silent=TRUE)
if(inherits(A, "try-error", which = TRUE)) {
A=ginv(t(X.mat)%*%(W%*%X.mat))
}
beta.x=A%*%t(X.mat)%*%(W%*%cbind(z))
beta.x
}
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