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1999 Dec 01
1
density(kernel = "cosine") .. the `wrong cosine' ..
...x) = pi/4 * cos(pi/2 * x) * I{ |x| <= 1 } i.e. in R Kcos <- function(x) ifelse(abs(x) <= 1, pi/4 * cos(pi/2 * x), 0) Now, R has instead (for bandwidth h <- bw/1.135724 which makes the bandwidth Gaussian equivalent; here just h == 1/pi to be similar to above) Kcosine <- function(x) ifelse(abs(x) < 1, (1+cos(x*pi))/2 , 0) I've looked in Dave Scott's (and Haerdle's "Smoothing... in S") book, (Silverman doesn't mention any cosine kernel) and both define the cosine kernel as I have it in my notes. With above R code, look at x...