baggedcv (version 1.0)

Bagged Cross-Validation for Kernel Density Bandwidth Selection

Description

Bagged cross-validation for bandwidth selection in kernel density estimation (Hall and Marron (1987) ). This bandwidth selector can achieve greater statistical precision than standard cross-validation while being computationally fast.

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Version

Install

install.packages('baggedcv')

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Version

1.0

License

GPL-3

Maintainer

Daniel Ures

Last Published

July 26th, 2019

Functions in baggedcv (1.0)

mopt

Estimation of the optimal subsample size for bagged CV

bagcv

Bagged CV bandwidth selector