R: Bandwidth calculation for conditional density estimation

cde.bandwidths {hdrcde} | R Documentation

## Bandwidth calculation for conditional density estimation

### Description

Calculates bandwidths for kernel conditional density estimates. Methods described in Bashtannyk and Hyndman (2001) and Hyndman and Yao (2002).

### Usage

    cde.bandwidths(
      x,
      y,
      deg = 0,
      link = "identity",
      method = 1,
      y.margin,
      passes = 2,
      ngrid = 8,
      min.a = NULL,
      ny = 25,
      use.sample = FALSE,
      GCV = TRUE,
      b = NULL,
      ...
    )

### Arguments

`x` | Numerical vector: the conditioning variable.
`y` | Numerical vector: the response variable.
`deg` | Degree of local polynomial used in estimation.
`link` | Link function used in estimation. Default "identity". The other possibility is "log" which is recommended if degree > 0.
`method` | method = 1: Hyndman-Yao algorithm if deg>0; Bashtannyk-Hyndman algorithm if deg=0; method = 2: Normal reference rules; method = 3: Bashtannyk-Hyndman regression method if deg=0; method = 4: Bashtannyk-Hyndman bootstrap method if deg=0.
`y.margin` | Values in y-space on which conditional density is calculated. If not specified, an equi-spaced grid of 50 values over the range of y is used.
`passes` | Number of passes through Bashtannyk-Hyndman algorithm.
`ngrid` | Number of values of smoothing parameter in grid.
`min.a` | Smallest value of a to consider if method=1.
`ny` | Number of values to use for y margin if `y.margin` is missing.
`use.sample` | Used when regression method (3) is chosen.
`GCV` | Generalized cross-validation. Used only if method=1 and deg>0. If GCV=FALSE, method=1 and deg=0, then the AIC is used instead. The argument is ignored if deg=0 or method>1.
`b` | Value of b can be specified only if method=1 and deg>0. For deg=0 or method>1, this argument is ignored.
`...` | Other arguments control details for individual methods.

### Details

Details of the various algorithms are in Bashtannyk and Hyndman (2001) and Hyndman and Yao (2002).

### Value

`a` | Window width in `x` direction.
`b` | Window width in `y` direction.

### Author(s)

Rob J Hyndman

### References

Hyndman, R.J., Bashtannyk, D.M. and Grunwald, G.K. (1996) "Estimating and visualizing conditional densities". Journal of Computational and Graphical Statistics, 5, 315-336.

Bashtannyk, D.M., and Hyndman, R.J. (2001) "Bandwidth selection for kernel conditional density estimation". Computational statistics and data analysis, 36(3), 279-298.

Hyndman, R.J. and Yao, Q. (2002) "Nonparametric estimation and symmetry tests for conditional density functions". Journal of Nonparametric Statistics, 14(3), 259-278.

### See Also

`cde`

### Examples

    bands <- cde.bandwidths(faithful$waiting,faithful$eruptions,method=2)
    plot(cde(faithful$waiting,faithful$eruptions,a=bands$a,b=bands$b))

[Package hdrcde version 3.4 Index]