MASS (version 7.3-6)

ucv: Unbiased Cross-Validation for Bandwidth Selection

Description

Uses unbiased cross-validation to select the bandwidth of a Gaussian kernel density estimator.

Usage

ucv(x, nb = 1000, lower, upper)

Arguments

x
a numeric vector
nb
number of bins to use.
lower, upper
Range over which to minimize. The default is almost always satisfactory.

Value

  • a bandwidth.

References

Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley.

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See Also

bcv, width.SJ, density

Examples

Run this code
ucv(geyser$duration)

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