nrr: Normal reference rule for estimating bandwidths
Description
The simplest method for estimating bandwidths, based on normal density assumption.
Usage
nrr(data_x, logband = TRUE)
Arguments
data_x
Regressors
logband
When logband=TRUE, log bandwidths are given. When logband=FALSE,
bandwidths are given.
Value
Bandwidths.
References
X. Zhang and R. D. Brooks and M. L. King (2009) A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation,
Journal of Econometrics, 153, 21-32.
D. W. Scott (1992) Multivariate density estimation: theory, practice, and visualization, John Wiley and Sons, New York.
A. W. Bowman and A. Azzalini (1997) Applied smoothing techniques for data analysis, Oxford University Press, London.