Description Usage Arguments Value References Examples
This function allow you to compute the optiaml bandwidth matrix for level set estimation by using a plug-in strategy.
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X |
a matrix with two columns containing the data from the density function. |
levelc |
a positive value indicating the height of the level set |
xrange |
a vector of of length 2, e.g., |
yrange |
a vector of of length 2, e.g., |
gridwidth |
width between grid points. |
init |
starting value of the bandwidth matrix for
optimization. If not specified, use direct-plug estimator from
|
maxit |
maximum number of iterations for optimization |
tol |
tolerance value for stopping the optimization algorithm |
print_obj |
a flag (boolean type) indicates printing the loss function values during optimizatin or not. |
the optimal bandwidth matrix.
Doss, C.R. and Weng, G., 2018. Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions. arXiv preprint arXiv:1806.00731.
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