6.5.2.2.1. statsmodels.sandbox.nonparametric.dgp_examples.UnivariateFanGijbels1¶
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class
statsmodels.sandbox.nonparametric.dgp_examples.
UnivariateFanGijbels1
(nobs=200, x=None, distr_x=None, distr_noise=None)[source]¶ Fan and Gijbels example function 1
linear trend plus a hump
Parameters: nobs : int
number of observations to simulate
- x : None or 1d array
If x is given then it is used for the exogenous variable instead of creating a random sample
- distr_x : None or distribution instance
Only used if x is None. The rvs method is used to create a random sample of the exogenous (explanatory) variable.
- distr_noise : None or distribution instance
The rvs method is used to create a random sample of the errors.
References
Fan, Jianqing, and Irene Gijbels. 1992. “Variable Bandwidth and Local Linear Regression Smoothers.” The Annals of Statistics 20 (4) (December): 2008-2036. doi:10.2307/2242378.
Attributes
x (ndarray, 1-D) exogenous or explanatory variable. x is sorted. y : ndarray, 1-D endogenous or response variable y_true : ndarray, 1-D expected values of endogenous or response variable, i.e. values of y without noise func : callable underlying function (defined by subclass)