Indirect Cross-Validation (ICV) for Kernel Density Estimation


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Documentation for package ‘ICV’ version 1.0

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C_ICV The ICV rescaling constant.
h_ICV The ICV bandwidth.
h_isemixnorm The ISE-optimal bandwidth in the case when the true density is the specified mixture of normal distributions.
ICV The ICV function.
ISE_mixnorm The ISE function in the case when the underlying density is the specified mixture of normal distributions.
KDE_ICV Computing the kernel density estimate based on the ICV bandwidth.
LocICV The local ICV function.
L_ICV The ICV selection kernel.
MISE_mixnorm The MISE function in the case when the true density is the specified mixture of normal distributions and the selection kernel 'L_ICV' is used in the cross-validation stage.
mixnorm Generating a random sample from the specified mixture of normal distributions.