variable.bw.kde {eHDPrep}

Variable bandwidth Kernel Density Estimation

Description

Calculates variable bandwidth KDE using Abramson's two stage estimator.

Usage

variable.bw.kde(x, output.domain = x, na.rm = FALSE, adjust.factor = 0.5)

Arguments

x

A numeric vector of values for estimating density

output.domain

The domain of values over which to estimate the density. Defaults to x. To use the same domain of x values as R's density, set to NULL.

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).

Details

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.

Value

The kernel density estimate as a density object, compatible with R's density function.

Author(s)

Alexander Lyulph Robert Lubbock, Ian Overton

References

Abramson, I. S. On Bandwidth Variation in Kernel Estimates-A Square Root Law. Ann. Statist. 10, 1217-1223 (1982).