polykde (version 1.1.7)

bw_lcv_min_epa: Minimum bandwidth allowed in likelihood cross-validation for Epanechnikov kernels

Description

This function computes the minimum bandwidth allowed in likelihood cross-validation with Epanechnikov kernels, for a given dataset and dimension.

Usage

bw_lcv_min_epa(X, d, kernel_type = c("prod", "sph")[1])

Value

The minimum bandwidth allowed.

Arguments

X

a matrix of size c(n, sum(d) + r) with the sample.

d

vector of size r with dimensions.

kernel_type

type of kernel employed: 1 for product kernel (default); 2 for spherically symmetric kernel.

Examples

n <- 5
d <- 1:3
X <- r_unif_polysph(n = n, d = d)
h_min <- rep(bw_lcv_min_epa(X = X, d = d), length(d))
log_cv_kde_polysph(X = X, d = d, h = h_min - 1e-4, kernel = 2) # Problem
log_cv_kde_polysph(X = X, d = d, h = h_min + 1e-4, kernel = 2) # OK