Hi all,
  I have a question regarding the density function which gives the
kernel density estimator.
  I want to decide the bandwidth when using gaussian kernel, given a set of
observations. I am not familiar with different methods for  bandwidth
determination.  Below are the different ways in R on deciding the bandwidth.
Can anyone give an idea on which ones are preferred.
  Also, how can I take a look at the source code for the density function?
  Thank you very much.
        Hannah


x <- rnorm(1000)

> bw.nrd(x)

[1] 0.2688588

> bw.nrd0(x)

[1] 0.2282763

> bw.ucv(x)

[1] 0.2112366

> bw.bcv(x)

[1] 0.2890085

Warning message:

In bw.bcv(x) : minimum occurred at one end of the range

> bw.SJ(x)

[1] 0.2716242

> density(x, give.Rkern=T, kernel="gaussian")

[1] 0.2820948

> density(x, kernel="gaussian")


Call:

density.default(x = x, kernel = "gaussian")


Data: x (1000 obs.); Bandwidth 'bw' = 0.2283


       x                   y

 Min.   :-3.974672   Min.   :0.0000199

 1st Qu.:-1.987712   1st Qu.:0.0076405

 Median :-0.000752   Median :0.0529498

 Mean   :-0.000752   Mean   :0.1256971

 3rd Qu.: 1.986208   3rd Qu.:0.2552411

 Max.   : 3.973168   Max.   :0.3883532

>

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