normalrule_bandwidth

Given an <code>n</code> by <code>d</code> matrix of observations, compute the
bandwidth according to Scott's rule.

internal

Provides utilities for estimation for the multivariate inverse Gaussian distribution of Minami (2003) <doi:10.1081/STA-120025379>, including random vector generation and explicit estimators of the location vector and scale matrix. The package implements kernel density estimators discussed in Belzile, Desgagnes, Genest and Ouimet (2024) <doi:10.48550/arXiv.2209.04757> for smoothing multivariate data on half-spaces.

Leo Belzile

Multivariate Inverse Gaussian Distribution

Frederic Ouimet

normalrule_bandwidth function

<dl><dt>x</dt>
<dd><code>n</code> by <code>d</code> matrix of observations</dd></dl>

Arguments

Normal bandwidth rule — normalrule_bandwidth

<dl>

<dt>x</dt>
<dd><code>n</code> by <code>d</code> matrix of observations</dd>

</dl>

normalrule_bandwidth: Normal bandwidth rule

Description

Usage

Value

Arguments