[R] Sheather Jones Plug-In Bandwidth
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Mar 28 13:32:45 CEST 2006
What is 'hcj'? Did you perhaps mean hsj()?
The Sheather-Jones methods (or at least one of them) are implemented in
packages stats (from MASS), KernSmooth and sm, and all are for Normal
kernels. There is a concept of `equivalent' bandwidth for different
kernels discussed in all good books on the subject of kernel density
estimation, and this will enable you to convert the bandwidth to other
kernels: see the help page for density (which shows the factor is very
close to one for the triangular kernel).
On Wed, 22 Mar 2006, duraikannan sundaramoorthi wrote:
> Dear All,
> Is there a way to find bandwidths for Normal, and Triangular Kernels
using Sheather Jones plug-in method. If not, is there a way we could
convert the bandwidth obtained by the default( I assume that the default
is standard normal) in hcj(x,...) to other kernels.
> I appreciate your help.
> [[alternative HTML version deleted]]
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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