Unbiased Cross-Validation for Bandwidth Selection
DESCRIPTION:
Uses unbiased cross-validation to select the bandwidth of a Gaussian
kernel density estimator.
USAGE:
ucv(x, nb = 1000, lower, upper)
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.
VALUE:
a bandwidth.
REFERENCE:
Scott, D. W. (1992)
Multivariate Density Estimation: Theory, Practice, and Visualization.
Wiley.
SEE ALSO:
,
,
EXAMPLES:
ucv(faithful$eruptions)