Biased Cross-Validation for Bandwidth Selection
Uses biased cross-validation to select the bandwidth of a Gaussian kernel density estimator.
bcv(x, nb = 1000, lower, upper)
x |
a numeric vector |
nb |
number of bins to use. |
lower, upper |
Range over which to minimize. The default is almost always satisfactory. |
a bandwidth
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.
bcv(geyser$duration)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.