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Ake (version 1.0.2)

hbay.fun: Local Bayesian procedure for bandwidth selection

Description

The (S3) generic function hbay.fun computes the local Bayesian procedure for bandwidth selection.

Usage

hbay.fun(Vec, ...)
# S3 method for default
hbay.fun(Vec, x = NULL, ...)

Value

Returns the bandwidth selected using the local Bayesian procedure.

Arguments

Vec

The data sample from which the estimate is to be computed.

x

The points of the grid where the density is to be estimated.

...

Further arguments for (non-default) methods.

Author

W. E. Wansouwé, S. M. Somé and C. C. Kokonendji

Details

hbay.fun implements the choice of the bandwidth \(h\) using the local Bayesian approach of a kernel density estimator.

References

Chen, S. X. (1999). Beta kernels estimators for density functions, Computational Statistics and Data Analysis 31, 131 - 145.

Zougab, N., Adjabi, S. and Kokonendji, C.C. (2014). Bayesian approach in nonparametric count regression with binomial kernel, Communications in Statistics - Simulation and Computation 43, 1052 - 1063.