bickde: Bandwidth choice for Interval-Censored Kernel Density Estimation
Description
Likelihood Cross-Validation bandwidth choice for interval-censored
kernel density estimates. Also computed is the direct-plug-in
estimate (using the KernSmooth function dpik based
on the interval midpoints.
Usage
bickde(data, factor)
Arguments
data
A matrix with two columns, consisting of left and right
endpoints of the interval data
factor
A scalar factor which gives upper and lower
bounds for the initial interval for the golden section search relative
to a preliminary value computed by dpik.
Value
Details
Maximization of the likelihood is accomplished by
golden section search using the optimize() function. This
can be very SLOW.
References
Braun, J., Duchesne, T. and Stafford, J.E. (2005)
Local likelihood density estimation for interval censored
data. Canadian Journal of Statistics 33: 39-60.