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Grocer >> Markov-switching models > cod_kern

cod_kern

divides data into quantiles with a kernel method

CALLING SEQUENCE

res=cod_kern(data,nbqua)

PARAMETERS

Input

* data = a (N X k) data matrix

* nbqua = a (2 x 1 ) vector with nbqua(1) = # of quantiles used to divide the data (nbqua(2) can have any value)

 

Output

* res_code = a (N x (k*nbqua(1)) matrix of 0 and 1, with:

  - res_code(i,1:nbqua(1)) = e with e(j)= 1 if obs i for the first variable is in the j-th quantile and 0 for all other j

  - res_code(i,nbqua(1)+1:2*nbqua(1)) = e with e(j)= 1 if obs i for the second variable is in the j-th quantile and 0 for all other j

  - etc.

DESCRIPTION

Divides data into quantiles with a kernel method.

EXAMPLE

load(GROCERDIR+'/macros/grocer/db/BusinessSurvey.dat')
list_enq=dblist(GROCERDIR+'/macros/grocer/db/BusinessSurvey.dat')
mat_enq=explone(list_enq(1:$-1))
res=cod_kern(mat_enq,[3 0])
// This example takes the variables contained in the database BusinessSurvey
// (except for the last one, which is a summary of all others)
// and codes them into 3 quantiles.

AUTHOR

Eric Dubois 2009

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