Unbiased Cross-Validation for Bandwidth Selection
Usage
ucv(x, nb=1000, lower, upper)
Arguments
x
|
a numeric vector
|
nb
|
number of bins to use.
|
lower,
|
Range over which to minimize. The default is almost always satisfactory.
|
Description
Uses unbiased cross-validation to select the bandwidth of a Gaussian
kernel density estimator.Value
a bandwidth.References
Scott, D. W. (1992)
Multivariate Density Estimation: Theory, Practice, and Visualization.
Wiley.See Also
bcv
, width.SJ
, density