MASS (version 7.3-36)

bcv: Biased Cross-Validation for Bandwidth Selection

Description

Uses biased cross-validation to select the bandwidth of a Gaussian kernel density estimator.

Usage

bcv(x, nb = 1000, lower, upper)

Arguments

x

a numeric vector

nb

number of bins to use.

lower, upper

Range over which to minimize. The default is almost always satisfactory.

Value

• a bandwidth

References

Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley.

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See Also

ucv, width.SJ, density

Examples

bcv(geyser$duration)