[R] bandwidth estimation using bw.SJ

[Majnu John]

Hello All,

    When I use bw.SJ (based on Sheather & Jones, 1991) in R to estimate
the bandwidth for a highly skewed data, I get the following message:
"sample is too sparse to find TD". I played around with the parameters
such as no. of bins (nb), lower, upper (range over which to minimize) to
no avail. My sample size is 50,000.

    Can anyone tell me what this means and of some way to get around
this. Any help is very much appreciated.

Thanks a ton!
--Majnu

Majnu John, Ph.D.
Research Biostatistician
Biostatistics Core
Joseph Stokes Jr. Research Institute
3535 Market Street, Room 1040
Children's Hospital of Philadelphia
Philadelphia, PA 19104

Ph: 267-426-5472