Closed panlanfeng closed 9 years ago
Fantastic, thanks for doing this.
Somebody with the proper credentials should review this.
I've had a quick skim over it, and the idea seems reasonable. I'll try to look over it in detail in the next few days.
Okay, I've merged it in, but made some changes to the interface. There is now a kde_lscv
method that can be called directly.
Thank you for reviewing this!
Thanks for doing it! I'd like to make this package as useful and flexible as possible, so contributions are always welcome.
This bandwidth selection function use the method in page 61 to 66 in B. W. Silverman's book Density Estimation for Statistics and Data Analysis. This method works for symmetric kernels only.
There are some errors in the book and I correct them in the code with my understandings. The estimated bandwidth match that estimated by
bwlscv
function fromNonprametric
.