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ucv

Unbiased Cross-Validation for Bandwidth Selection


Description

Uses unbiased cross-validation to select the bandwidth of a Gaussian kernel density estimator.

Usage

ucv(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

ucv(geyser$duration)

MASS

Support Functions and Datasets for Venables and Ripley's MASS

v7.3-54
GPL-2 | GPL-3
Authors
Brian Ripley [aut, cre, cph], Bill Venables [ctb], Douglas M. Bates [ctb], Kurt Hornik [trl] (partial port ca 1998), Albrecht Gebhardt [trl] (partial port ca 1998), David Firth [ctb]
Initial release
2021-04-17

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