The bandwidth is selected by a rule of thumb similar to bw_t.
bw_tll(udata, deg)
| udata | data. |
|---|---|
| deg | degree of the polynomial. |
A 2 x 2 bandwidth matrix.
The formula is
$$5 n^{-1 / (4q + 2)} \hat{\Sigma}^{1/2},$$
where \(\hat{Sigma}\) is empirical covariance matrix of the transformed
random vector and \(q = 1\) for TLL1 and \(q = 2\) for
TLL2.