botev {provenance}

Compute the optimal kernel bandwidth

Description

Uses the diffusion algorithm of Botev (2011) to calculate the bandwidth for kernel density estimation

Usage

botev(x)

Arguments

x

a vector of ordinal data

Value

a scalar value with the optimal bandwidth

Author(s)

Zdravko Botev

References

Botev, Z. I., J. F. Grotowski, and D. P. Kroese. "Kernel density estimation via diffusion." The Annals of Statistics 38.5 (2010): 2916-2957.

Examples

fname <- system.file("Namib/DZ.csv",package="provenance")
bw <- botev(read.distributional(fname)$x$N1)
print(bw)