Description Arguments Details Bandwidth selectors Structure References See Also Examples

The available options for bandwidth selectors, passed as the `bw`

argument to `kdensity`

.

`x` |
The input data. |

`kernel_str` |
A string specifying the kernel, e.g. "gaussian." |

`start_str` |
A string specifying the parametric start, e.g. "normal". |

`support` |
The domain of definition for the kernel. (-Inf, Inf) for symmetric kernels. |

The bandwidth functions are not exported. They are members of the
environment `bw_environments`

, and can be accessed by
`kdensity:::bw_environments`

.

`"nrd0", "nrd", "bcv", "SJ"`

: Bandwidth selectors from `stats`

.
They are documented in `bandwidth stats:bandwidth`

.
"nrd0" is the standard bandwidth selector for symmetric kernels with
constant parametric starts.

`"ucv"`

: Unbiased cross validation. The standard option for
asymmetric kernels.

`"RHE"`

: Selector for parametric starts with a symmetric kernel,
based on a reference rule with Hermite polynomials.
Described in Hjort & Glad (1995). The default method in `kdensity`

when a parametric
start is supplied and the kernel is symmetric.

`"JH"`

: Selector for the Gaussian copula kernel, based on
normal reference rule. Described in Jones & Henderson. The default method when
the `gcopula`

kernel is used in `kdensity`

.

The bandwidth selector is a function of four arguments: The data
`x`

, a kernel string `kernel`

, a start string `start`

,
and a support vector `support`

. To obtain the functions associated
with these strings, use `get_kernel`

and `get_start`

. The
function should return a double.

Jones, M. C., and D. A. Henderson. "Kernel-type density estimation on the unit interval." Biometrika 94.4 (2007): 977-984. Hjort, Nils Lid, and Ingrid K. Glad. "Nonparametric density estimation with a parametric start." The Annals of Statistics (1995): 882-904.

`kdensity`

, `bandwidth`

for the
bandwidth selectors of `density`

. In addition,
`kernels`

; `parametric_starts`

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