Bandwidth for density() via Normal Reference Distribution
A well-supported rule-of-thumb for choosing the bandwidth of a Gaussian kernel density estimator.
bandwidth.nrd(x)
x |
A data vector. |
A bandwidth on a scale suitable for the width argument of
density.
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Springer, equation (5.5) on page 130.
# The function is currently defined as
function(x)
{
r <- quantile(x, c(0.25, 0.75))
h <- (r[2] - r[1])/1.34
4 * 1.06 * min(sqrt(var(x)), h) * length(x)^(-1/5)
}Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.