bagcv: Bagged CV bandwidth selector

In baggedcv: Bagged Cross-Validation for Kernel Density Bandwidth Selection

Description

Bagged CV bandwidth selector

Usage

bagcv(x, r, s, h0, h1, nb = r, ncores = parallel::detectCores())

Arguments

x	Vector. Sample.
r	Positive integer. Size of the subsamples.
s	Positive integer. Number of subsamples.
h0	Positive real number. Range over which to minimize, left bound.
h1	Positive real number. Range over which to minimize, right bound.
nb	Positive integer. Number of bins to use in the bw.ucv function.
ncores	Positive integer. Number of cores with which to parallelize the computations.

Details

Bagged cross-validation bandwidth for kernel density estimation.

Value

Bagged CV bandwidth.

Examples

set.seed(1)
x <- rnorm(10^6)
bagcv(x, 5000, 100, 0.01, 1, 5000, 2)

baggedcv documentation built on July 26, 2019, 9:03 a.m.