kdeb                 package:locfit                 R Documentation

_B_a_n_d_w_i_d_t_h _s_e_l_e_c_t_o_r_s _f_o_r _k_e_r_n_e_l _d_e_n_s_i_t_y _e_s_t_i_m_a_t_i_o_n.

_D_e_s_c_r_i_p_t_i_o_n:

     Function to compute kernel density estimate bandwidths, as used in
     the simulation results in Chapter 10 of Loader (1999).

     This function is included for comparative purposes only. Plug-in
     selectors are based on flawed logic, make unreasonable and
     restrictive assumptions and do not use the full power of the
     estimates available in Locfit. Any relation between the results
     produced by this function and desirable estimates are entirely
     coincidental.

_U_s_a_g_e:

     kdeb(x, h0 = 0.01 * sd, h1 = sd, meth = c("AIC", "LCV", "LSCV", "BCV",
       "SJPI", "GKK"), kern = "gauss", gf = 2.5)

_A_r_g_u_m_e_n_t_s:

       x: One dimensional data vector.

      h0: Lower limit for bandwidth selection. Can be fairly small, but
          h0=0 would cause problems.

      h1: Upper limit.

    meth: Required selection method(s).

    kern: Kernel. Most methods require 'kern="gauss"', the default for
          this function only.

      gf: Standard deviation for the gaussian kernel. Default 2.5, as
          Locfit's standard. Most papers use 1. 

_V_a_l_u_e:

     Vector of selected bandwidths.

_R_e_f_e_r_e_n_c_e_s:

     Loader, C. (1999). Local Regression and Likelihood. Springer, New
     York.

