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