[Rd] bandwidth selection through cross validation in density estimation?

Hui Han huihan at yahoo-inc.com
Wed May 18 02:08:07 CEST 2005


The "density" function has a parameter that allows choosing a bandwidth 
using cross-validaton method, as described here:
*/'bw.ucv' and 'bw.bcv' implement unbiased and biased cross-validation 

/*However, I didn't see any loops in the "density" function source code. 
I checked the program "bandwidths.c" and it looks to me that an 
optimization function "fmin.c" is used for bandwidth selection. "fmin.c" 
uses the Nelder-Mead search Method, and I don't think this is a cross 
validation method.  I wonder if I have missed any information. Could any 
one point to me where is the cross validaton implemented for bandwidth 

Thanks and best regards,

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