Use Hpi
for full bandwidth matrices and Hpi.diag
for diagonal bandwidth matrices. For AMSE pilot bandwidths, see Wand & Jones (1994). For
SAMSE pilot bandwidths, see Duong & Hazelton (2003). The latter is a
modification of the former, in order to remove any possible problems
with non-positive definiteness.
For d = 1, 2, 3, 4 and binned=TRUE
,
the density estimate is computed over a binning grid defined
by bgridsize
. Otherwise it's computed exactly.
For details on the pre-transformations in pre
, see
pre.sphere
and pre.scale
.
If Hstart
is not given then it defaults to
k*var(x)
where k =
$\left[\frac{4}{n(d+2)}\right]^{2/(d+4)}$, n = sample size, d = dimension of data.