L_ICV {ICV} | R Documentation |
The ICV selection kernel.
Description
The ICV selection kernel L
defined by expression (4) of Savchuk, Hart, and Sheather (2010).
Usage
L_ICV(u, alpha, sigma)
Arguments
u |
numerical argument of the selection kernel, |
alpha |
first parameter of the selection kernel, |
sigma |
second parameter of the selection kernel. |
Details
The ICV selection kernel L(u;\alpha,\sigma)=(1+\alpha)\phi(u)-\alpha\phi(u/\sigma)/\sigma
, where \phi
denotes the Gaussian kernel.
Value
The value of L(u;\alpha,\sigma)
.
References
Savchuk, O.Y., Hart, J.D., Sheather, S.J. (2010). Indirect cross-validation for density estimation. Journal of the American Statistical Association, 105(489), 415-423.
See Also
ICV
, h_ICV
, C_ICV
, MISE_mixnorm
, KDE_ICV
, LocICV
.
Examples
## Not run:
# Graph of the ICV selection kernel with (alpha,sigma)=(2.42,5.06).
u=seq(-10,10,len=1000)
kern=L_ICV(u,2.42,5.06)
dev.new()
plot(u,kern,'l',lwd=2,ylim=c(-0.2,1.2),ylab="kernel",cex.lab=1.7,cex.axis=1.7,main="")
lines(u,dnorm(u),lwd=3,lty="dashed")
title(main="Selection kernel with (alpha,sigma)=(2.42,5.06)",cex.main=1.6)
legend(-11, 1.2, legend=c("ICV kernel","Gaussian kernel"),lwd=c(3,3),lty=c(1,2),bty="n",cex=1.3)
## End(Not run)
[Package ICV version 1.0 Index]