

bkfe(KernSmooth)                             R Documentation

_C_o_m_p_u_t_e _a _B_i_n_n_e_d _K_e_r_n_e_l _F_u_n_c_t_i_o_n_a_l _E_s_t_i_m_a_t_e

_D_e_s_c_r_i_p_t_i_o_n_:

     Returns an estimate of a binned approximation to the
     kernel estimate of the specified density functional.
     The kernel is the standard normal density.

_U_s_a_g_e_:

     bkfe(x, drv, bandwidth, gridsize=401, range.x=range(x),
          binned=F, truncate=F)

_A_r_g_u_m_e_n_t_s_:

       x: vector of observations from the distribution whose
          density is to be estimated.  Missing values are
          not allowed.

     drv: order of derivative in the density functional.
          Must be a non-negative even integer.

bandwidth: the kernel bandwidth smoothing parameter.

gridsize: the number of equally-spaced points over which
          binning is performed.

 range.x: vector containing the minimum and maximum values
          of `x' at which to compute the estimate.  The
          default is the minimum and maximum data values.

  binned: logical flag: if `TRUE', then `x' and `y' are
          taken to be grid counts rather than raw data.

truncate: logical flag: if `TRUE', data with `x' values out-
          side the range specified by `range.x' are ignored.

_V_a_l_u_e_:

     the estimated functional.

_D_e_t_a_i_l_s_:

     The density functional of order `drv' is the integral
     of the product of the density and its `drv'th deriva-
     tive.  The kernel estimates of such quantities are com-
     puted using a binned implementation, and the kernel is
     the standard normal density.

_B_A_C_K_G_R_O_U_N_D_:

     Estimates of this type were proposed by Sheather and
     Jones (1991).

_R_e_f_e_r_e_n_c_e_s_:

     Sheather, S. J. and Jones, M. C. (1991).  A reliable
     data-based bandwidth selection method for kernel den-
     sity estimation.  Journal of the Royal Statistical
     Society, Series B, 53, 683-690.

     Wand, M. P. and Jones, M. C. (1995).  Kernel Smoothing.
     Chapman and Hall, London.

_E_x_a_m_p_l_e_s_:

     data(geyser)
     x <- geyser$duration
     est <- bkfe(x,drv=4,bandwidth=0.3)

