bandwidth.nrd {MASS} | R Documentation |
A well-supported rule-of-thumb for choosing the bandwidth of a Gaussian kernel density estimator.
bandwidth.nrd(x)
x |
A data vector. |
A bandwidth on a scale suitable for the width
argument of
density
.
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Springer, equation (5.5) on page 130.
# The function is currently defined as function(x) { r <- quantile(x, c(0.25, 0.75)) h <- (r[2] - r[1])/1.34 4 * 1.06 * min(sqrt(var(x)), h) * length(x)^(-1/5) }