width.SJ

0th

Percentile

Bandwidth Selection by Pilot Estimation of Derivatives

Uses the method of Sheather & Jones (1991) to select the bandwidth of a Gaussian kernel density estimator.

Keywords
dplot
Usage
width.SJ(x, nb = 1000, lower, upper, method = c("ste", "dpi"))
Arguments
x

a numeric vector

nb

number of bins to use.

upper, lower

range over which to search for solution if method = "ste".

method

Either "ste" ("solve-the-equation") or "dpi" ("direct plug-in").

Value

a bandwidth.

Note

A faster version for large n (thousands) is available in R \(\ge\) 3.4.0 as part of bw.SJ: quadruple its value for comparability with this version.

References

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.

See Also

ucv, bcv, density

Aliases
  • width.SJ
Examples
# NOT RUN {
width.SJ(geyser$duration, method = "dpi")
width.SJ(geyser$duration)

width.SJ(galaxies, method = "dpi")
width.SJ(galaxies)
# }
Documentation reproduced from package MASS, version 7.3-51.3, License: GPL-2 | GPL-3

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