XploRe Help : denrotp

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):

Scott (1992): Multivariate Density Estimation: Theory, Practice and Visualization

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

Author: M. Mueller, 19990413