Fortran Routines for Kernel Smoothing and Differentiation

The programs listed below are suited for kernel estimation and differentiation (υ=0–3) with estimators (4.4); various kernels of different orders can be chosen and there are two options for bandwidth choices: FAC-CV which combines the factor method for bandwidth choice for derivatives (7.17) with cross-validation (7.11) for υ = 0 (and corresponds to CV for υ = 0) and FAC-R which combines (7.17) with the Rice criterion (7.12) for υ = 0. The simulation study reported in 7.4 indicates that FAC-R yields the best bandwidth choice for derivatives. The program can handle nonequidistant data, and provides two options for boundary modifications, with bandwidth like in the interior or increased (stationary) bandwidth in the boundary regions, see 5.8.