bcv 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)
Arguments
x | a numeric vector |
nb | number of bins to use. |
lower, upper | Range over which to minimize. The default is almost always satisfactory. |
Value
a bandwidth
References
Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley.
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
See Also
Examples
bcv(geyser$duration)
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Licensed under the GNU General Public License.