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: smoother
See also: denbwsel denbwcrit

Quantlet: denrot
Description: determines a rule-of-thumb bandwidth for univariate density estimation according to Silverman.

Reference(s):

Usage: hrot = denrot(x {,K {,opt}})
Input:
x n x 1 vector, the data.
K string, kernel function on [-1,1]^p. If not given, the Quartic kernel "qua" is used.
opt string, if opt equals "robust", a robust estimate for the standard deviation of the data is used.
Output:
hrot scalar, rule-of-thumb bandwidth.

Example:

library("smoother")

x=read("buffa")

hrot=denrot(x)

hrot

Result:

Contents of hrot

[1,]   28.772 

Example:

library("smoother")

x=read("buffa")

hrot=denrot(x,"qua","robust")

hrot

Result:

Contents of hrot

[1,]   31.202 


Library: smoother
See also: denbwsel denbwcrit

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: Marlene Mueller, 990413
(C) MD*TECH Method and Data Technologies, 21.9.2000