gauss_rlcv: Robust likelihood cross-validation for Gaussian kernel...
In mig: Multivariate Inverse Gaussian Distribution

gauss_rlcv

R Documentation

Robust likelihood cross-validation for Gaussian kernel density estimation

Robust likelihood cross-validation criterion function of Wu.

gauss_rlcv(x, Sigma, logweights, an, xsamp, dxsamp, mckern = TRUE)

`x`	`n` by `d` matrix of observations
`Sigma`	smoothing positive-definite matrix
`logweights`	log vector of weights
`an`	threshold for linear approximation
`xsamp`	`n` by `d` random sample for Monte Carlo estimation of bias
`dxsamp`	`n` vector of density for the points from `xsamp`
`mckern`	logical; if `TRUE`, uses the kernel as sampler for Monte Carlo estimation