Bandwidth Selectors for Kernel Density Estimation
Bandwidth Selectors for Kernel Density Estimation
Bandwidth Selectors for Kernel Density Estimation
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References<br />
Scott, D. W. (1992) Multivariate <strong>Density</strong> <strong>Estimation</strong>: Theory, Practice, and Visualization.<br />
Wiley.<br />
Sheather, S. J. and Jones, M. C. (1991) A reliable data-based bandwidth selection method <strong>for</strong><br />
kernel density estimation. Journal of the Royal Statistical Society series B, 53, 683–690.<br />
Silverman, B. W. (1986) <strong>Density</strong> <strong>Estimation</strong>. London: Chapman and Hall.<br />
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Springer.<br />
See Also<br />
density.<br />
bandwidth.nrd, ucv, bcv and width.SJ in package MASS, which are all scaled to the width<br />
argument of density and so give answers four times as large.<br />
Examples<br />
plot(density(precip, n = 1000))<br />
rug(precip)<br />
lines(density(precip, bw="nrd"), col = 2)<br />
lines(density(precip, bw="ucv"), col = 3)<br />
lines(density(precip, bw="bcv"), col = 4)<br />
lines(density(precip, bw="SJ-ste"), col = 5)<br />
lines(density(precip, bw="SJ-dpi"), col = 6)<br />
legend(55, 0.035,<br />
legend = c("nrd0", "nrd", "ucv", "bcv", "SJ-ste", "SJ-dpi"),<br />
col = 1:6, lty = 1)<br />
[Package stats version 2.5.1 Index]
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