Description Usage Arguments Details Value Author(s) References Examples
Estimates the optimal bandwidth for 1-dimensional highest density regions
1 |
x |
Numerical vector containing data. |
HDRlevel |
HDR-level as defined in Hyndman (1996). Setting ‘HDRlevel’ equal to p (0<p<1) corresponds to a probability of 1-p of inclusion in the highest density region. |
gridsize |
the number of equally spaced points used for binned kernel density estimation. |
nMChdr |
the size of the Monte Carlo sample used for density quantile approximation of the highest density region, as described in Hyndman (1996). |
graphProgress |
logical flag: if ‘TRUE’ then plots showing the progress of the bandwidth selection algorithm are produced. |
This is a plug-in rule for bandwidth selection tailored to highest density region estimation
A numerical vector of length 1.
Matt Wand
Hyndman, R.J. (1996). Computing and graphing highest density regions. The American Statistician, 50, 120-126.
Samworth, R.J. and Wand, M.P. (2010). Asymptotics and optimal bandwidth selection for highest density region estimation. The Annals of Statistics, 38, 1767-1792.
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This is hdrcde 3.3
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