Hi all,
I have a question regarding the density function which gives the
kernel density estimator.
I want to decide the bandwidth when using gaussian kernel, given a set of
observations. I am not familiar with different methods for bandwidth
determination. Below are the different ways in R on deciding the bandwidth.
Can anyone give an idea on which ones are preferred.
Also, how can I take a look at the source code for the density function?
Thank you very much.
Hannah
x <- rnorm(1000)
> bw.nrd(x)
[1] 0.2688588
> bw.nrd0(x)
[1] 0.2282763
> bw.ucv(x)
[1] 0.2112366
> bw.bcv(x)
[1] 0.2890085
Warning message:
In bw.bcv(x) : minimum occurred at one end of the range
> bw.SJ(x)
[1] 0.2716242
> density(x, give.Rkern=T, kernel="gaussian")
[1] 0.2820948
> density(x, kernel="gaussian")
Call:
density.default(x = x, kernel = "gaussian")
Data: x (1000 obs.); Bandwidth 'bw' = 0.2283
x y
Min. :-3.974672 Min. :0.0000199
1st Qu.:-1.987712 1st Qu.:0.0076405
Median :-0.000752 Median :0.0529498
Mean :-0.000752 Mean :0.1256971
3rd Qu.: 1.986208 3rd Qu.:0.2552411
Max. : 3.973168 Max. :0.3883532
>
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