Function to compute kernel density estimate bandwidths, as used in the simulation results in Chapter 10 of Loader (1999).
This function is included for comparative purposes only. Plug-in selectors are based on flawed logic, make unreasonable and restrictive assumptions and do not use the full power of the estimates available in Locfit. Any relation between the results produced by this function and desirable estimates are entirely coincidental.
kdeb(x, h0 = 0.01 * sd, h1 = sd, meth = c("AIC", "LCV", "LSCV", "BCV",
"SJPI", "GKK"), kern = "gauss", gf = 2.5)Vector of selected bandwidths.
One dimensional data vector.
Lower limit for bandwidth selection. Can be fairly small, but h0=0 would cause problems.
Upper limit.
Required selection method(s).
Kernel. Most methods require kern="gauss", the default
for this function only.
Standard deviation for the gaussian kernel. Default 2.5, as Locfit's standard. Most papers use 1.
Loader, C. (1999). Local Regression and Likelihood. Springer, New York.