# cde.bandwidths: Bandwidth calculation for conditional density estimation In hdrcde: Highest Density Regions and Conditional Density Estimation

## Description

Calculates bandwidths for kernel conditional density estimates. Methods described in Bashtannyk and Hyndman (2001) and Hyndman and Yao (2002).

## Usage

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16``` ```cde.bandwidths( x, y, deg = 0, link = "identity", method = 1, y.margin, passes = 2, ngrid = 8, min.a = NULL, ny = 25, use.sample = FALSE, GCV = TRUE, b = NULL, ... ) ```

## Arguments

 `x` Numerical vector: the conditioning variable. `y` Numerical vector: the response variable. `deg` Degree of local polynomial used in estimation. `link` Link function used in estimation. Default "identity". The other possibility is "log" which is recommended if degree > 0. `method` method = 1:Hyndman-Yao algorithm if deg>0; Bashtannyk-Hyndman algorithm if deg=0; method = 2:Normal reference rules; method = 3:Bashtannyk-Hyndman regression method if deg=0; method = 4:Bashtannyk-Hyndman bootstrap method if deg=0. `y.margin` Values in y-space on which conditional density is calculated. If not specified, an equi-spaced grid of 50 values over the range of y is used. `passes` Number of passes through Bashtannyk-Hyndman algorithm. `ngrid` Number of values of smoothing parameter in grid. `min.a` Smallest value of a to consider if method=1. `ny` Number of values to use for y margin if `y.margin` is missing. `use.sample` Used when regression method (3) is chosen. `GCV` Generalized cross-validation. Used only if method=1 and deg>0. If GCV=FALSE, method=1 and deg=0, then the AIC is used instead. The argument is ignored if deg=0 or method>1. `b` Value of b can be specified only if method=1 and deg>0. For deg=0 or method>1, this argument is ignored. `...` Other arguments control details for individual methods.

## Details

Details of the various algorithms are in Bashtannyk and Hyndman (2001) and Hyndman and Yao (2002).

## Value

 `a` Window width in `x` direction. `b` Window width in `y` direction.

Rob J Hyndman

## References

Hyndman, R.J., Bashtannyk, D.M. and Grunwald, G.K. (1996) "Estimating and visualizing conditional densities". Journal of Computational and Graphical Statistics, 5, 315-336.

Bashtannyk, D.M., and Hyndman, R.J. (2001) "Bandwidth selection for kernel conditional density estimation". Computational statistics and data analysis, 36(3), 279-298.

Hyndman, R.J. and Yao, Q. (2002) "Nonparametric estimation and symmetry tests for conditional density functions". Journal of Nonparametric Statistics, 14(3), 259-278.

`cde`

## Examples

 ```1 2``` ```bands <- cde.bandwidths(faithful\$waiting,faithful\$eruptions,method=2) plot(cde(faithful\$waiting,faithful\$eruptions,a=bands\$a,b=bands\$b)) ```

hdrcde documentation built on Jan. 18, 2021, 9:05 a.m.