kde {rlcv} | R Documentation |
Univariate kernel density
kde(x.obs, x.new = NULL, h)
x.obs |
Training (observed) data (n1 vector) |
x.new |
Evaluation data (n2 vector); default to x.obs |
h |
Bandwidth |
Density evaluated at x.new
Ximing Wu xwu@tamu.edu
Wu, Ximing (2019), "Robust Likelihood Cross Validation for Kernel Density Estimation," Journal of Business and Economic Statistics, 37(4): 761-770.
x=rnorm(100)
x.new=seq(-5,5,length=50)
h=1.06*sd(x)*(length(x))^(-1/5)
f=kde(x.new=x.new,x.obs=x,h=h)