sj {sm} | R Documentation |
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.
sj(x, h)
x |
a vector of data. |
h |
a value of smoothing parameter. |
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.
The value of the Sheather-Jones criterion.
none.
Bowman, A.W. and Azzalini, A. (1997). Applied Smoothing Techniques for Data Analysis: the Kernel Approach with S-Plus Illustrations. Oxford University Press, Oxford.
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)