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Code Listing by Arnout Tilgenkamp

Code 1-2 of 2   






This is a test used for significant performance, while taking into account the data mining issue.

I have added the paper of Politis and Romano describing the bootstrap; the paper of White describing the test! These can also be found free of charge on the internet.

Finally I have added a paper where I am the co-author. This paper can only be found here, and it describes the use of the White reality Check for testing...



This function will perform a local regression at the given points. Using the data at hand. You will need to input a spanwidth which will tell the function how many datapoints he will use in the local regression at each evaluation.