[R] Sheather Jones Plug-In Bandwidth

[Prof Brian Ripley]

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.
>  Thanks
>  Durai
>
>
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>
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-- 
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)
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