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: denrotp
Description: determines a rule-of-thumb bandwidth for multivariate density estimation according to Scott.

Reference(s):

Usage: hrot = denrotp(x {,K {,opt}})
Input:
x n x 1 vector, the data.
K string, univariate kernel function on [-1,1] or Gaussian kernel "gau". The rule-of-thumb is determined for the product kernel obtained from K. If K is not given, "qua" is used.
opt string, if opt equals "robust", a robust estimate for the standard deviations of the data is used.
Output:
hrot scalar, rule-of-thumb bandwidth.

Example:

library("smoother")

x=read("nicfoo")

hrot=denrotp(x)

hrot

Result:

Contents of hrot

[1,]  0.60341 

[2,]  0.41691 

Example:

library("smoother")

x=read("nicfoo")

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

hrot

Result:

Contents of hrot

[1,]   0.6046 

[2,]  0.44921 


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