hsj: Sheather-Jones choice of smoothing parameter for density...

In sm: Smoothing Methods for Nonparametric Regression and Density Estimation

Sheather-Jones choice of smoothing parameter for density estimation

Description

This function uses the Sheather-Jones plug-in method of selecting a smoothing parameter which is suitable for constructing a density estimate in the one-dimensional case.

Usage

hsj(x)

Arguments

x	a vector of data.

Details

See Section 2.4.4 of the reference below.

Value

the value of the smoothing parameter located by the Sheather-Jones method.

Note

As from version 2.1 of the package, a similar effect can be obtained with the new function h.select, via h.select(x, method="sj"). Users are encouraged to adopt this route, since hsj might be not accessible directly in future releases of the package.

References

Bowman, A.W. and Azzalini, A. (1997). Applied Smoothing Techniques for Data Analysis: the Kernel Approach with S-Plus Illustrations. Oxford University Press, Oxford.

See Also

h.select, hnorm, hcv

Examples

x <- rnorm(50)
hsj(x)

sm documentation built on May 29, 2024, 2:28 a.m.