Uses the method of Sheather & Jones (1991) to select the bandwidth of a Gaussian kernel density estimator.
width.SJ(x, nb = 1000, lower, upper, method = c("ste", "dpi"))
a numeric vector
number of bins to use.
range over which to search for solution if method = "ste"
.
Either "ste"
("solve-the-equation") or "dpi"
("direct plug-in").
a bandwidth.
Sheather, S. J. and Jones, M. C. (1991) A reliable data-based bandwidth selection method for kernel density estimation. Journal of the Royal Statistical Society series B 53, 683--690.
Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley.
Wand, M. P. and Jones, M. C. (1995) Kernel Smoothing. Chapman & Hall.
# NOT RUN {
width.SJ(geyser$duration, method = "dpi")
width.SJ(geyser$duration)
width.SJ(galaxies, method = "dpi")
width.SJ(galaxies)
# }
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