/* ADAPTBW.G: adaptive determination of bandwidth parameters based on equation (7.54)
              of Fan and Gijbels (1996) "Local Polynomial Modelling and Its 
	      Applications" Chapman and Hall.

	      John Rust, University of Maryland, October, 2006 */

   proc (1)=adaptbw(x,data);

      local iu,il,ap,i,j,k,d,n,bw,sdata;

      n=rows(data);
      d=cols(x);
      bw=zeros(d,1);
      ap=.85;

      k=floor(n^ap);

      i=1; do until i > d;

         sdata=sortc(data[.,i],1);

         j=minindc(abs(x[1,i]-sdata));

	 iu=j+k;
	 il=j-k;

	 if (il <= 0);
	    il=1;
         endif;

	 if (iu > n);
	    iu=n;
         endif;

	 bw[i]=(sdata[iu]-sdata[il])/2;

      i=i+1; endo;

      retp(bw);

   endp;