mBCV {KDEmcmc} | R Documentation |
Calculate Optimal Bandwidth in Kernel Density Estimation
Description
Calculate the optimal bandwidth for the kernel density estimator with a Markov chain Monte Carlo sample using modified biased cross-validation method.
Usage
mBCV(Y_in)
## S3 method for class 'mBCV_obj'
print(x, ...)
Arguments
Y_in |
data from which the estimate is to be computed. |
x |
object of class |
... |
further arguments passed to or from other methods. |
Value
mBCV
returns a list of the following conmponents:
bw |
optimal bandwidth. |
IACT |
intergrated autocorrelation time. |
Y_in |
input data. |
Examples
res = mBCV(simMCMC)
den = density(res$Y_in, bw=res$bw)
hist(res$Y_in, xlim=range(den$x), freq=FALSE,
main="Histogram and Density Estimates", xlab="")
lines(den$x, den$y, col='blue', lwd=2)
[Package KDEmcmc version 0.0.1 Index]