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ICV (version 1.0)

Indirect Cross-Validation (ICV) for Kernel Density Estimation

Description

Functions for computing the global and local Gaussian density estimates based on the ICV bandwidth. See the article of Savchuk, O.Y., Hart, J.D., Sheather, S.J. (2010). Indirect cross-validation for density estimation. Journal of the American Statistical Association, 105(489), 415-423 .

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Version

Install

install.packages('ICV')

Monthly Downloads

131

Version

1.0

License

GPL-2

Maintainer

Olga Savchuk

Last Published

January 22nd, 2017

Functions in ICV (1.0)

h_isemixnorm

The ISE-optimal bandwidth in the case when the true density is the specified mixture of normal distributions.
ICV

The ICV function.
C_ICV

The ICV rescaling constant.
L_ICV

The ICV selection kernel.
h_ICV

The ICV bandwidth.
ISE_mixnorm

The ISE function in the case when the underlying density is the specified mixture of normal distributions.
LocICV

The local ICV function.
MISE_mixnorm

The MISE function in the case when the true density is the specified mixture of normal distributions and the selection kernel L_ICV is used in the cross-validation stage.
mixnorm

Generating a random sample from the specified mixture of normal distributions.