Robust bandwidth estimation for kernel density estimation

Robust bandwidth estimation for kernel density estimation

Usage

kde_bandwidth(data, multiplier = 1)

Arguments

data

A numeric matrix or data frame.

multiplier

Bandwidths are chosen using a robust version of the normal reference rule multiplied by a constant. The default is 1.

Value

A matrix of bandwidths (or scalar in the case of univariate data).

Author

Rob J Hyndman

Examples

# Univariate bandwidth calculation
kde_bandwidth(oldfaithful$duration)
#> [1] 5.087699
# Bivariate bandwidth calculation
kde_bandwidth(oldfaithful[, c("duration", "waiting")])
#>           [,1]       [,2]
#> [1,]  40.53793   349.3449
#> [2,] 349.34486 22918.0734