| Library: | smoother |
| See also: | denbwsel denbwcrit |
| Quantlet: | denrot | |
| Description: | determines a rule-of-thumb bandwidth for univariate density estimation according to Silverman. |
| 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. | |
library("smoother")
x=read("buffa")
hrot=denrot(x)
hrot
Contents of hrot [1,] 28.772
library("smoother")
x=read("buffa")
hrot=denrot(x,"qua","robust")
hrot
Contents of hrot [1,] 31.202
| Library: | smoother |
| See also: | denbwsel denbwcrit |