Hlscv, Hlscv.diag {ks} | R Documentation |
LSCV bandwidth matrix for 2- to 6-dimensional data
Hlscv(x, Hstart) Hlscv.diag(x, Hstart)
x |
matrix of data values |
Hstart |
initial bandwidth matrix, used in numerical optimisation |
Use Hlscv
for full bandwidth matrices and Hlscv.diag
for diagonal bandwidth matrices.
If Hstart
is not given then it defaults to
k*var(x)
where k = 4/(n*(d + 2))^(2/(d+ 4)), n = sample size, d = dimension of data.
LSCV bandwidth matrix.
Sain, S.R, Baggerly, K.A & Scott, D.W. (1994) Cross-validation of multivariate densities. Journal of the American Statistical Association. 82, 1131-1146.
Duong, T. & Hazelton, M.L. (2004) Cross-validation bandwidth matrices for multivariate kernel density estimation. Scandinavian Journal of Statistics. In press.
data(unicef) Hlscv(unicef) Hlscv.diag(unicef)