Bandwidth Selection by Pilot Estimation of Derivatives

DESCRIPTION:

Uses the method of Sheather & Jones (1991) to select the bandwidth of a Gaussian kernel density estimator.

USAGE:

width.SJ(x, nb = 1000, lower, upper, method = c("ste", "dpi"))

REQUIRED ARGUMENTS:

x
a numeric vector

OPTIONAL ARGUMENTS:

nb
number of bins to use.
upper, lower
range over which to search for solution if method = "ste".
method
Either "ste" ("solve-the-equation") or "dpi" ("direct plug-in").

VALUE:

a bandwidth.

REFERENCES:

Sheather, S. J. and Jones, M. C. (1991) A reliable data-based bandwidth selection method for kernel density estimation. Journal of the Royal Statistical Society series B 53, 683-690.

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

Wand, M. P. and Jones, M. C. (1995) Kernel Smoothing. Chapman & Hall.

SEE ALSO:

, ,

EXAMPLES:

attach(geyser)
width.SJ(duration, method="dpi")
width.SJ(duration)
detach()
width.SJ(galaxies, method="dpi")
width.SJ(galaxies)