provenance (version 0.2)

botev: Compute the optimal kernel bandwidth

Description

Uses the diffusion algorithm of Zdravko Botev (2011) to calculate the bandwidth for kernel density estimation

Usage

botev(x)

Arguments

x

a vector of ordinal data

Value

• a scalar value with the optimal bandwidth

References

Botev, Z. I., J. F. Grotowski, and D. P. Kroese. "Kernel density estimation via diffusion." The Annals of Statistics 38.5 (2010): 2916-2957.

Examples

fname <- system.file("DZ.csv",package="provenance")
bw <- botev(read.DZdata(fname)$x$N1)
print(bw)