Uses unbiased cross-validation to select the bandwidth of a Gaussian
kernel density estimator.
Usage
ucv(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.