variable.bw.kde {eHDPrep} | R Documentation |
Calculates variable bandwidth KDE using Abramson's two stage estimator.
variable.bw.kde(x, output.domain = x, na.rm = FALSE, adjust.factor = 0.5)
x |
A numeric vector of values for estimating density |
output.domain |
The domain of values over which to estimate the
density. Defaults to |
na.rm |
Remove missing values if TRUE |
adjust.factor |
A scaling factor (exponent) applied to the variable bandwidth calculation. Larger factors result in greater deviation from the fixed bandwidth (a value of 0 gives the fixed bandwidth case). |
Bandwidth is first calculated using Silverman's estimator, then refined in a second stage to allow local bandwidth variations in the data based on the initial estimate.
The kernel density estimate as a density
object, compatible
with R's density
function.
Alexander Lyulph Robert Lubbock, Ian Overton
Abramson, I. S. On Bandwidth Variation in Kernel Estimates-A Square Root Law. Ann. Statist. 10, 1217-1223 (1982).