inst/shiny/bw-selection/README.md

In UsingR: Data Sets, Etc. for the Text "Using R for Introductory Statistics", Second Edition

Kernel and bandwidth selection

The value for a density plot is computed using a function $K$ (the kernel) and a bandwidth $h$. Different choices for the either lead to different graphics.

R provided the following kernel choices: c("gaussian", "epanechnikov", "rectangular", "triangular", "biweight", "cosine", "optcosine").

The bandwidth can be chosen automatically through one of the algorithms: "nrd0", "nrd", "ucv", "bcv", "SJ". The default value, "nrd0" is found by:

• finding the smaller of s or IQR/1.34, say m

• forming 0.9 * m * n^(-1/5)

As n get's larger, the bandwidth does too, but much more slowly.

Alternatively, one can specify the bandwidth using a numeric value.

UsingR documentation built on March 18, 2022, 7:32 p.m.