Sheather-Jones criterion for nonparametric density estimation
Usage
sj(x, h)
Arguments
x
|
a vector of data.
|
h
|
a value of smoothing parameter.
|
Description
This function computes a criterion associated with the Sheather-Jones
plug-in method of selecting a smoothing parameter in nonparametric
density estimation. The selected smoothing parameter is identified
by the point at which this criterion takes the value 0.Details
see Section 2.4.4 of the reference below. The function is called
automatically by hsj
and does not usually need to be called
independently.Value
The value of the Sheather-Jones criterion.Side Effects
none.References
Bowman, A.W. and Azzalini, A. (1997). Applied Smoothing Techniques for
Data Analysis: the Kernel Approach with S-Plus Illustrations.
Oxford University Press, Oxford.See Also
cv
, hcv
, hsj
, hnorm
Examples
x <- rnorm(50)
hgrid <- seq(0.1, 1, length = 10)
sjgrid <- vector("numeric", length = length(hgrid))
for (i in 1:10) sjgrid[i] <- sj(x, hgrid[i])
plot(hgrid, sjgrid, type="l")
abline(0, 0, lty=2)