Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: cafpe
See also: tp/cafpe/hoptest

Quantlet: hsilv
Description: Quantlet to compute Silverman's rule-of-thumb bandwidth for density estimation using either the gaussian or uniform kernel

Reference(s):

Usage: h = hsilv(sigy,d,ntotal,kerntype)
Input:
sigy scalar, standard deviation of regressors
d number of continuous regressors
ntotal number of observations for estimation
kerntype type of kernel used: "gaussian" or "quartic"
Output:
h Silverman's rule-of-thumb bandwidth

Example:
pathcafpe 	= "tp/cafpe/" 	; path of CAFPE quantlets
func(pathcafpe + "hsilv.xpl")	; load required XploRe files of CAFPE
d       	= 2
ntotal  	= 100
kerntype	= "gaussian"
y       	= normal(ntotal,d)
sigy    	= prod(var(y)')^(1/d)
h 		= hsilv(sigy,d,ntotal,kerntype)
"h" h
Result:
returns Silverman's rule-of-thumb bandwidth

Library: cafpe
See also: tp/cafpe/hoptest

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Tschernig 000420
(C) MD*TECH Method and Data Technologies, 27.4.2000