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md (version 1.0.4)

Selecting Bandwidth for Kernel Density Estimator with Minimum Distance Method

Description

Selects bandwidth for the kernel density estimator with minimum distance method as proposed by Devroye and Lugosi (1996). The minimum distance method directly selects the optimal kernel density estimator from countably infinite kernel density estimators and indirectly selects the optimal bandwidth. This package selects the optimal bandwidth from finite kernel density estimators.

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Version

Install

install.packages('md')

Monthly Downloads

126

Version

1.0.4

License

GPL-2 | GPL-3

Maintainer

Last Published

February 21st, 2016

Functions in md (1.0.4)

Kernel function

Get number order matrix which is used in md

Calculating delta

Get 0-1 vector which is used for calculating empirical measure

Calculating estimated density value on some x with bandwidth h

Calculating Scheffe sets

Get estimated values of kernel density estimator on domain

Get number order vector which is used in md

Get number order matrix which is used in md

md selects bandwidth for kernel density estimator with minimum distance method. Minimum distance method directly selects optimal kernel density estimator in countably infinite kernel density estimators and indirectly selects optimal bandwidth. md selects optimal bandwidth in countably finite kernel density estimators.

Get number order matrix which is used in md

Auxiliary function which is used in md