Behavior of capital

 

We implement all kinds of approximations mentioned before except rational Bezier.

 

We set all kinds of options to the procedure like:

 

stype=  0:linear interpolation

1:polynomial

2:LOESS

3:LOWESS

4:Kernel regression

5:Smoothing natural spline

6:NURBS

7:Bezier Curve       

sorder=  # of order or kernel type

spara=   bandwidth h or other parameter in smoothing policy function

 

where we set equal weights by w=ones(n,1) and iter=3 that is fixed in LOWESS.

 

In LOESS and LOWESS, we set the number of order and they are polynomial versions.