- bw
the smoothing bandwidth to be used. The kernels are scaled
such that this is the standard deviation of the smoothing kernel.
(Note this differs from the reference books cited below, and from S-PLUS.)
bw can also be a character string giving a rule to choose the
bandwidth. See bw.nrd.
The default,
"nrd0", has remained the default for historical and
compatibility reasons, rather than as a general recommendation,
where e.g., "SJ" would rather fit, see also Venables and
Ripley (2002).
The specified (or computed) value of bw is multiplied by
adjust.
- adjust
the bandwidth used is actually adjust*bw.
This makes it easy to specify values like ‘half the default’
bandwidth.
- kernel, window
a character string giving the smoothing kernel
to be used. This must partially match one of "gaussian",
"rectangular", "triangular", "epanechnikov",
"biweight", "cosine" or "optcosine", with default
"gaussian", and may be abbreviated to a unique prefix (single
letter).
"cosine" is smoother than "optcosine", which is the
usual ‘cosine’ kernel in the literature and almost MSE-efficient.
However, "cosine" is the version used by S.
- weights
numeric vector of non-negative observation weights,
hence of same length as x. The default NULL is
equivalent to weights = rep(1/nx, nx) where nx is the
length of (the finite entries of) x[]. If na.rm = TRUE
and there are NA's in x, they and the
corresponding weights are removed before computations. In that case,
when the original weights have summed to one, they are re-scaled to
keep doing so.