Unbiased Cross-Validation for Bandwidth Selection

DESCRIPTION:

Uses unbiased cross-validation to select the bandwidth of a Gaussian kernel density estimator.

USAGE:

bandwidth.ucv(x, nb=1000, lower, upper, freq) 

REQUIRED ARGUMENTS:

x
a numeric vector

OPTIONAL ARGUMENTS:

nb
number of bins to use.
lower, upper
Range over which to minimize. The default is almost always satisfactory.
freq
Vector the same length as x, giving frequencies (positive integers). If supplied, x is replaced with rep(x, freq).

VALUE:

a bandwidth.

DETAILS:

This function is based upon the function ucv in Venables and Ripley (1997).

REFERENCE:

Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley.

Venables, W. N. and Ripley, B. D. (1997) Modern Applied Statistics with S-PLUS, Second Edition. Springer.

SEE ALSO:

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