XploRe Help : denrot

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):

Silverman (1986): Density Estimation for Statistics and Data Analysis

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

Author: M. Mueller, 19990413