width.SJ
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"))
Arguments
x | a numeric vector |
nb | number of bins to use. |
upper, lower | range over which to search for solution if |
method | Either |
Value
a bandwidth.
Note
A faster version for large n
(thousands) is available in R >= 3.4.0 as part of bw.SJ
: quadruple its value for comparability with this version.
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
width.SJ(geyser$duration, method = "dpi") width.SJ(geyser$duration) width.SJ(galaxies, method = "dpi") width.SJ(galaxies)
Copyright (©) 1999–2012 R Foundation for Statistical Computing.
Licensed under the GNU General Public License.