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)