Calculates variable bandwidth KDE using Abramson's two stage estimator.
variable.bw.kde(x, output.domain = x, na.rm = FALSE, adjust.factor = 0.5)
The kernel density estimate as a density
object, compatible
with R's density
function.
A numeric vector of values for estimating density
The domain of values over which to estimate the
density. Defaults to x
. To use the same domain of x
values
as R's density
, set to NULL
.
Remove missing values if TRUE
A scaling factor (exponent) applied to the variable bandwidth calculation. Larger factors result in greater deviation from the fixed bandwidth (a value of 0 gives the fixed bandwidth case).
Alexander Lyulph Robert Lubbock, Ian Overton
Bandwidth is first calculated using Silverman's estimator, then refined in a second stage to allow local bandwidth variations in the data based on the initial estimate.
Abramson, I. S. On Bandwidth Variation in Kernel Estimates-A Square Root Law. Ann. Statist. 10, 1217-1223 (1982).