Uses the method of Sheather & Jones (1991) to select the bandwidth of
a Gaussian kernel density estimator.
Usage
width.SJ(x, nb = 1000, lower, upper, method = c("ste", "dpi"))
Arguments
x
a numeric vector
nb
number of bins to use.
upper, lower
range over which to search for solution if method = "ste".
method
Either "ste" ("solve-the-equation") or "dpi"
("direct plug-in").
Value
a bandwidth.
References
Sheather, S. J. and Jones, M. C. (1991) A reliable data-based bandwidth
selection method for kernel density estimation.
Journal of the Royal Statistical Society series B53, 683--690. Scott, D. W. (1992)
Multivariate Density Estimation: Theory, Practice, and Visualization.
Wiley. Wand, M. P. and Jones, M. C. (1995)
Kernel Smoothing.
Chapman & Hall.