Compute the optimal kernel bandwidth

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Description

Uses the diffusion algorithm of Zdravko Botev (2011) to calculate the bandwidth for kernel density estimation

Usage

1
botev(x)

Arguments

x

a vector of ordinal data

Value

a scalar value with the optimal bandwidth

Author(s)

Dzdravko Botev

References

Botev, Z. I., J. F. Grotowski, and D. P. Kroese. "Kernel density estimation via diffusion." The Annals of Statistics 38.5 (2010): 2916-2957.

Examples

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fname <- system.file("DZ.csv",package="provenance")
bw <- botev(read.distributional(fname)$x$N1)
print(bw)

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