[Rd] Wrong constants in sj function (sm library) (PR#2467)
ripley@stats.ox.ac.uk
ripley@stats.ox.ac.uk
Thu Jan 16 18:23:03 2003
Bugs in packages are better sent to the maintainer than to R-bugs, as
package maintainers do not in general have access to R-bugs.
This seems to me not to be a bug at all: the method has been correctly
implemented. That the method is less then perfect is something you need
to take up with the *authors* -- it would be wrong for me to change their
code (especially since R itself has the Sheather-Jones method implemented,
as well as MASS). If they want to change their S code the changes will
percolate through to the R port eventually, but they may prefer to use the
method they (I presume) give in their book.
On Thu, 16 Jan 2003 jechacon@unex.es wrote:
> Full_Name: J. E. Chacón
> Version: 1.6.2
> OS: Windows Millenium
> Submission from: (NULL) (158.49.28.155)
>
>
> Dear reader,
> I am studying the bandwidth selection problem for density estimation. I have
> read the popular Sheather & Jones (1991) article, in which this sj function is
> based, to obtain (through function hsj) the bandwidth selector which appears in
> that article. The problem is that the constants appearing in Sheather & Jones
> paper are wrong, and this same (wrong) constants are used in the implementation
> of the method for R. The (wrong) values are a=0.92*IQR*n^(-1/7) and
> b=0.912*IQR*n^(-1/9). The constants there are wrong, the correct ones are:
> - For a, (16*sqrt(2)/5)^(1/7)=~1.24 and
> - For b, (32*sqrt(2)/7)^(1/9)=~1.23
> These corrected values appear, for instance, in the function width.SJ of MASS
> library.
> I hope this helps for improving this wonderful sm library.
> Yours sincerely,
> J.E. Chacón
> P.S.: Greetings from here for Professor Azzalini, who I met at his Smoothing
> Methods course in Girona (Spain), last November, 2001.
>
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>
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595