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JuliaStats / KernelDensity.jl

Kernel density estimators for Julia
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Add lscv bandwidth selector for univariate kde #10

Closed panlanfeng closed 9 years ago

panlanfeng commented 9 years ago

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 from Nonprametric.

simonbyrne commented 9 years ago

Fantastic, thanks for doing this.

timholy commented 9 years ago

Somebody with the proper credentials should review this.

simonbyrne commented 9 years ago

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.

simonbyrne commented 9 years ago

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.

panlanfeng commented 9 years ago

Thank you for reviewing this!

simonbyrne commented 9 years ago

Thanks for doing it! I'd like to make this package as useful and flexible as possible, so contributions are always welcome.