R: Bandwidth Selection by Pilot Estimation of Derivatives

width.SJ {MASS} | R Documentation

## Bandwidth Selection by Pilot Estimation of Derivatives

### Description

Uses the method of Sheather & Jones (1991) to select the bandwidth of a Gaussian kernel density estimator.

### Usage

    width.SJ(x, nb = 1000, lower, upper, method = c("ste", "dpi"))

### Arguments

`x` | a numeric vector
`nb` | number of bins to use.
`upper, lower` | range over which to search for solution if `method = "ste"`.
`method` | Either `"ste"` ("solve-the-equation") or `"dpi"` ("direct plug-in").

### Value

a bandwidth.

### Note

A faster version for large `n` (thousands) is available in R >= 3.4.0 as part of `bw.SJ`: quadruple its value for comparability with this version.

### References

Sheather, S. J. and Jones, M. C. (1991) A reliable data-based bandwidth selection method for kernel density estimation. Journal of the Royal Statistical Society series B 53, 683–690.

Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley.

Wand, M. P. and Jones, M. C. (1995) Kernel Smoothing. Chapman & Hall.

### See Also

`ucv`, `bcv`, `density`

### Examples

    width.SJ(geyser$duration, method = "dpi")
    width.SJ(geyser$duration)

    width.SJ(galaxies, method = "dpi")
    width.SJ(galaxies)

[Package MASS version 7.3-50 Index]