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JonasMoss / kdensity

An R package for kernel density estimation with parametric starts and asymmetric kernels.
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Hjort & Glad: Other bandwidth selection methods. #10

Closed JonasMoss closed 5 years ago

JonasMoss commented 6 years ago

Hjort & Glad discussed several bw selection methods: Should we implement them? (before launch?)

If so, maybe make one issue for each.

Tveten commented 6 years ago

I can try to implement bandwidth selection by cross-validation as I guess it's the method that will work best for all kernels and starts?

JonasMoss commented 6 years ago

@Tveten That would be great! 👍

I don't know the technicalities of this. Do you think it is possible to implement it for any choice of kernel function? In that case, we would take care of all asymmetric kernels and parametric starts in one big swoop. Don't be afraid of integrate if that's needed. The interface is made so that new kernels can be tried out with virtually no work - combine this with a general UCV and we have something great!