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)

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

ucv, width.SJ, density

Examples

bcv(geyser$duration)
#> [1] 0.8940809