A collection of functions related to density estimation by using Chen's (2000) idea. For observing estimated values see Laplace and RIG. Plots by using these kernels can be drawn by plot.Laplace and plot.RIG. Additionally, their combined plot is drawn by using compLR. Mean squared errors (MSE) can be calculated by mseLap and mseRIG. Further laphcomp and righcomp allows to calculate MSE by using
19 different bandwidths for both kernels. Here we also present a normal scale rule bandwidth which is given by Silverman (1986) for nonnormal data.
Kernel Density Estimation and Selection of Optimum Bandwidth
Useful links: