variable.bw.kde {eHDPrep} R Documentation

## Variable bandwidth Kernel Density Estimation

### Description

Calculates variable bandwidth KDE using Abramson's two stage estimator.

### Usage

variable.bw.kde(x, output.domain = x, na.rm = FALSE, adjust.factor = 0.5)


### Arguments

 x A numeric vector of values for estimating density output.domain The domain of values over which to estimate the density. Defaults to x. To use the same domain of x values as R's density, set to NULL. na.rm Remove missing values if TRUE adjust.factor A scaling factor (exponent) applied to the variable bandwidth calculation. Larger factors result in greater deviation from the fixed bandwidth (a value of 0 gives the fixed bandwidth case).

### Details

Bandwidth is first calculated using Silverman's estimator, then refined in a second stage to allow local bandwidth variations in the data based on the initial estimate.

### Value

The kernel density estimate as a density object, compatible with R's density function.

### Author(s)

Alexander Lyulph Robert Lubbock, Ian Overton

### References

Abramson, I. S. On Bandwidth Variation in Kernel Estimates-A Square Root Law. Ann. Statist. 10, 1217-1223 (1982).

[Package eHDPrep version 1.3.2 Index]
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