C_ICV: The ICV rescaling constant.

In osavchuk/ICV: Indirect cross-validation (ICV) for kernel density estimation

Description

Computing the ICV rescaling constant defined by expression (3) of Savchuk, Hart, and Sheather (2010).

Usage

C_ICV(alpha, sigma)

Arguments

alpha	first parameter of the selection kernel,
sigma	second parameter of the selection kernel.

Details

Calculation of the ICV rescaling constant C defined by (3) in Savchuk, Hart, and Sheather (2010). The constant is a function of the parameters (α,σ) of the selection kernel L_ICV defined by expression (4) in the same article. The Gaussian kernel is to be used for computing the ultimate density estimate.

Value

The ICV rescaling constant C.

References

Savchuk, O.Y., Hart, J.D., Sheather, S.J. (2010). Indirect cross-validation for density estimation. Journal of the American Statistical Association, 105(489), 415-423.

See Also

ICV, h_ICV, L_ICV, MISE_mixnorm, KDE_ICV, LocICV.

Examples

# ICV rescaling constant for the selection kernel with (alpha,sigma)=(2.42,5.06).
C_ICV(2.42,5.06)

osavchuk/ICV documentation built on May 24, 2019, 3:59 p.m.