Hns {ks} | R Documentation |
Normal scale bandwidth
Description
Normal scale bandwidth.
Usage
Hns(x, deriv.order=0)
Hns.diag(x)
hns(x, deriv.order=0)
Hns.kcde(x)
hns.kcde(x)
Arguments
x |
vector/matrix of data values |
deriv.order |
derivative order |
Details
Hns
is equal to (4/(n*(d+2*r+2)))^(2/(d+2*r+4))*var(x)
,
n = sample size, d = dimension of data, r = derivative
order. hns
is the analogue of Hns
for 1-d data. These
can be used for density (derivative) estimators
kde
, kdde
.
The equivalents for distribution estimators kcde
are
Hns.kcde
and hns.cde
.
Value
Normal scale bandwidth.
References
Chacon J.E., Duong, T. & Wand, M.P. (2011). Asymptotics for general multivariate kernel density derivative estimators. Statistica Sinica, 21, 807-840.
Examples
data(forbes, package="MASS")
Hns(forbes, deriv.order=2)
hns(forbes$bp, deriv.order=2)
[Package ks version 1.14.2 Index]