Hui Han
2005-May-18 02:10 UTC
[Rd] bandwidth selection through cross validation in density estimation?
Hi, 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 respectively./**/ /*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 selection? Thanks and best regards, Hui [[alternative HTML version deleted]]