weird (version 2.0.0)

kde_bandwidth: Robust bandwidth estimation for kernel density estimation

Description

Bandwidth matrices are estimated using either a robust version of the normal reference rule, or using the approach of Hyndman, Kandanaarachchi & Turner (2026).

Usage

kde_bandwidth(data, method = c("robust", "normal", "plugin", "lookout"), ...)

Value

A matrix of bandwidths (or a scalar in the case of univariate data).

Arguments

data

A numeric matrix or data frame.

method

A character string giving the method to use. Possibilities are: "normal" (normal reference rule), "robust" (a robust version of the normal reference rule, the default), "plugin" (a plugin estimator), and "lookout" (the bandwidth matrix estimate of Hyndman, Kandanaarachchi & Turner, 2026).

...

Additional arguments are ignored unless method = "lookout", when they are passed to lookout::find_tda_bw().

Author

Rob J Hyndman

References

Rob J Hyndman, Sevvandi Kandanaarachchi & Katharine Turner (2026) "When lookout sees crackle: Anomaly detection via kernel density estimation", unpublished. https://robjhyndman.com/publications/lookout2.html

Rob J Hyndman (2026) "That's weird: Anomaly detection using R", Section 2.7 and 3.9, https://OTexts.com/weird/.

Examples

# Univariate bandwidth calculation
kde_bandwidth(oldfaithful$duration)
# Bivariate bandwidth calculation
kde_bandwidth(oldfaithful[, c("duration", "waiting")])