hdrbw | R Documentation |

Estimates the optimal bandwidth for 1-dimensional highest density regions

hdrbw(x, HDRlevel, gridsize = 801, nMChdr = 1e+06, graphProgress = FALSE)

`x` |
Numerical vector containing data. |

`HDRlevel` |
HDR-level as defined in Hyndman (1996). Setting ‘HDRlevel’ equal to p (0<p<1) corresponds to a probability of 1-p of inclusion in the highest density region. |

`gridsize` |
the number of equally spaced points used for binned kernel density estimation. |

`nMChdr` |
the size of the Monte Carlo sample used for density quantile approximation of the highest density region, as described in Hyndman (1996). |

`graphProgress` |
logical flag: if ‘TRUE’ then plots showing the progress of the bandwidth selection algorithm are produced. |

This is a plug-in rule for bandwidth selection tailored to highest density region estimation

A numerical vector of length 1.

Matt Wand

Hyndman, R.J. (1996). Computing and graphing highest density
regions. *The American Statistician*, **50**, 120-126.

Samworth, R.J. and Wand, M.P. (2010). Asymptotics and optimal bandwidth
selection for highest density region estimation. *The Annals of
Statistics*, **38**, 1767-1792.

HDRlevelVal <- 0.55 x <- faithful$eruptions hHDR <- hdrbw(x,HDRlevelVal) HDRhat <- hdr.den(x,prob=100*(1-HDRlevelVal),h=hHDR)

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