gauss_lscv {mig}R Documentation

Least squares cross-validation for Gaussian kernel density estimation

Description

Least squares cross-validation for weighted Gaussian samples.

Usage

gauss_lscv(x, Sigma, logweights, xsamp, dxsamp, mckern = TRUE)

Arguments

x

n by d matrix of observations

Sigma

smoothing positive-definite matrix

logweights

log vector of weights

xsamp

n by d random sample for Monte Carlo estimation of bias

dxsamp

n vector of density for the points from xsamp

mckern

logical; if TRUE, uses the kernel as sampler for Monte Carlo estimation

Value

least square criterion value


[Package mig version 2.0 Index]