silverman_bandwidth: Silverman's Rule of Thumb for Bandwidth Selection

In rbbnp: A Bias Bound Approach to Non-Parametric Inference

Silverman's Rule of Thumb for Bandwidth Selection

Description

Implements Silverman's rule of thumb for selecting an optimal bandwidth in kernel density estimation.

Usage

silverman_bandwidth(X, kernel_type = "normal")

Arguments

X	A numerical vector of sample data.
kernel_type	A string identifying the kernel type.

Value

A scalar representing the optimal bandwidth.

Examples

# Generate sample data
X <- rnorm(100)
# Get optimal bandwidth using Silverman's rule
h_opt <- silverman_bandwidth(X, kernel_type = "normal")

rbbnp documentation built on June 8, 2025, 10:46 a.m.