bbemkr (version 2.0)

nrr: Normal reference rule for estimating bandwidths

Description

The simplest method for estimating bandwidths, based on normal density assumption.

Usage

nrr(data_x, logband = TRUE)

Arguments

data_x

Regressors

logband

When logband=TRUE, log bandwidths are given. When logband=FALSE, bandwidths are given.

Value

Bandwidths.

References

X. Zhang and R. D. Brooks and M. L. King (2009) A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation, Journal of Econometrics, 153, 21-32.

A. W. Bowman and A. Azzalini (1997) Applied smoothing techniques for data analysis, Oxford University Press, London.

D. W. Scott (1992) Multivariate density estimation: theory, practice, and visualization, John Wiley and Sons, New York.

B. W. Silverman (1986) Density Estimation for Statistics and Data Analysis. Chapman and Hall, New York.

Examples

nrr(data_x, logband = FALSE)