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Degrees of freedom (DOF) for the Normal kernel

Source: R/utility.R
DOF_norm.Rd

Compute the Degrees of Freedom (DOF) of the normal Kernel centered with respect to the standard normal distribution, given the dimension d and the bandwidth parameter h.

Usage

DOF_norm(Sigma_h, V)

Arguments

Sigma_h

covariance matrix of the gaussian kernel

V

Covariance matrix of the tested distribution G

Value

a list containing the DOF and the coefficient c of the asymptotic distribution