Description Usage Arguments Details Value Author(s) References See Also Examples
Adaptive bandwidth choice for infinite order flat-top kernel density estimates.
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x |
A univariate data set. |
smax |
The algorithm searches for smoothing parameters on the interval |
n.points |
The number of points in |
Kn |
Tuning parameter |
c.thresh |
The bandwidth is chosen by looking for the first time the sample characteristic function drops below |
... |
Currently unimplemented. |
Returns a bandwidth, h
, for use with infinite order flat-top kernel density estimates. All frequencies higher than 1/h
are downweighted by the kernel. All kernels in this package are scaled to use roughly the same bandwidth. We recommend using this algorithm in conjunction with bwplot.numeric
to double check the automated selection.
Returns the estimated kernel bandwidth h.
Timothy L. McMurry
Politis, D. N. (2003). Adaptive bandwidth choice. Journal of Nonparametric Statistics, 15(4-5), 517-533.
bwadap
, bwadap.ts
, bwplot.numeric
, bwplot
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