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 < code >width argument of
< code >density.

References
Venables, W. N. and Ripley, B. D. (2002)
< em >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 7.3-51.1

Index ]