Hi, The "density" function has a parameter that allows choosing a bandwidth using cross-validaton method, as described here: */'bw.ucv' and 'bw.bcv' implement unbiased and biased cross-validation respectively./**/ /*However, I didn't see any loops in the "density" function source code. I checked the program "bandwidths.c" and it looks to me that an optimization function "fmin.c" is used for bandwidth selection. "fmin.c" uses the Nelder-Mead search Method, and I don't think this is a cross validation method. I wonder if I have missed any information. Could any one point to me where is the cross validaton implemented for bandwidth selection? Thanks and best regards, Hui
bandwidth selection through cross validation in density estimation?
1 message · Hui Han