baggingbwsel (version 1.1)

hsss_dens: Generalized bagging CV bandwidth selector for Parzen-Rosenblatt estimator

Description

Generalized bagging CV bandwidth selector for Parzen-Rosenblatt estimator

Usage

hsss_dens(x, r, s, nb = r, h0, h1, ncores = parallel::detectCores())

Value

Bagged CV bandwidth.

Arguments

x

Vector. Sample.

r

Positive integer. Size of the subsamples.

s

Positive integer. Number of subsamples.

nb

Positive integer. Number of bins.

h0

Positive real number. Range over which to minimize, left bound.

h1

Positive real number. Range over which to minimize, right bound.

ncores

Positive integer. Number of cores with which to parallelize the computations.

Details

Generalized bagging cross-validation bandwidth selector for the Parzen-Rosenblatt estimator.

Examples

set.seed(1)
x <- rnorm(10^5)
hsss_dens(x, 5000, 100, 1000, 0.001, 1, 2)