Hlscv(x, Hstart)
Hlscv.diag(x, Hstart)
Hlscv
for full bandwidth matrices and Hlscv.diag
for diagonal bandwidth matrices. If Hstart
is not given then it defaults to
k*var(x)
where k = $\left[\frac{4}{n(d+2)}\right]^{2/(d+4)}$, n = sample size, d = dimension of data.
Duong, T. & Hazelton, M.L. (2005) Cross-validation bandwidth matrices for multivariate kernel density estimation. Scandinavian Journal of Statistics. 32, 485-506.
Hbcv
, Hscv
data(unicef)
Hlscv(unicef)
Hlscv.diag(unicef)
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