bandwidth.nrd {MASS} | R Documentation |

##
Bandwidth for density() via Normal Reference Distribution

### Description

A well-supported rule-of-thumb for choosing the bandwidth of a Gaussian
kernel density estimator.

### Usage

bandwidth.nrd(x)

### Arguments

### Value

A bandwidth on a scale suitable for the `width`

argument of
`density`

.

### References

Venables, W. N. and Ripley, B. D. (2002)
*Modern Applied Statistics with S.*
Springer, equation (5.5) on page 130.

### Examples

# The function is currently defined as
function(x)
{
r <- quantile(x, c(0.25, 0.75))
h <- (r[2] - r[1])/1.34
4 * 1.06 * min(sqrt(var(x)), h) * length(x)^(-1/5)
}

[Package

*MASS* version 7.3-51.4

Index]