width.SJ: Bandwidth Selection by Pilot Estimation of Derivatives

Description

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

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.

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 B53, 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.