kernelbw: Generates bandwidth of a Gaussian Kernel Density Estimator...

Description Usage Arguments Value Author(s)

Description

Generates bandwidth of a Gaussian Kernel Density Estimator based on Silverman's rule of thumb

Usage

1
  kernelbw(xi)

Arguments

xi

a vector containing the data set for which the bandwidth has to be calculated

Value

bw a numeric signifying the bandwidth

Author(s)

Manan Shah mkshah@tepper.cmu.edu


R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.