Biased Cross-Validation for Bandwidth Selection
DESCRIPTION:
Uses biased cross-validation to select the bandwidth of a Gaussian
kernel density estimator.
USAGE:
bcv(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:
bcv(faithful$eruptions)