R: Bandwidth Selectors for Kernel CDF Estimation

bw.CDF {sROC} | R Documentation

## Bandwidth Selectors for Kernel CDF Estimation

### Description

Rule-of-thumb bandwidth selectors for kernel CDF estimation using the normal CDF or PDF reference approach.

### Usage

     bw.CDF(x, method="npdf")

### Arguments

`x` | numeric vector.
`method` | either “npdf” (the normal PDF reference approach) or “ncdf” (the normal CDF reference approach).

### Details

`bw.CDF` implements a rule-of-thumb for choosing the bandwidth of a Gaussian kernel CDF estimator.

### Value

A bandwidth on a scale suitable for the `bw` argument of `kCDF`.

### Author(s)

X.F. Wang wangx6@ccf.org

### References

Altman, N., and Leger, C. (1995). Bandwidth selection for kernel distribution function estimation. Journal of Statistical Planning and Inference, 46, 195-214.

### See Also

`kCDF`, `bw.CDF.pi`.

### Examples

    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")

[Package sROC version 0.1-2 Index]