| bw.CDF {sROC} | R Documentation |
Rule-of-thumb bandwidth selectors for kernel CDF estimation using the normal CDF or PDF reference approach.
bw.CDF(x, method="npdf")
x |
numeric vector. |
method |
either “npdf” (the normal PDF reference approach) or “ncdf” (the normal CDF reference approach). |
bw.CDF implements a rule-of-thumb for choosing the bandwidth of a Gaussian kernel CDF estimator.
A bandwidth on a scale suitable for the bw argument of kCDF.
X.F. Wang wangx6@ccf.org
Altman, N., and Leger, C. (1995). Bandwidth selection for kernel distribution function estimation. Journal of Statistical Planning and Inference, 46, 195-214.
set.seed(100) n <- 200 x <- c(rnorm(n/2, mean=-2, sd=1), rnorm(n/2, mean=3, sd=0.8)) bw.CDF(x, method="npdf") bw.CDF(x, method="ncdf")