[Rd] bandwidth selection through cross validation in density
huihan at yahoo-inc.com
Wed May 18 02:08:07 CEST 2005
The "density" function has a parameter that allows choosing a bandwidth
using cross-validaton method, as described here:
*/'bw.ucv' and 'bw.bcv' implement unbiased and biased cross-validation
/*However, I didn't see any loops in the "density" function source code.
I checked the program "bandwidths.c" and it looks to me that an
optimization function "fmin.c" is used for bandwidth selection. "fmin.c"
uses the Nelder-Mead search Method, and I don't think this is a cross
validation method. I wonder if I have missed any information. Could any
one point to me where is the cross validaton implemented for bandwidth
Thanks and best regards,
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