Hlscv, Hlscv.diag             package:ks             R Documentation

_L_e_a_s_t-_s_q_u_a_r_e_s _c_r_o_s_s-_v_a_l_i_d_a_t_i_o_n (_L_S_C_V) _b_a_n_d_w_i_d_t_h _m_a_t_r_i_x _s_e_l_e_c_t_o_r
_f_o_r _m_u_l_t_i_v_a_r_i_a_t_e _d_a_t_a

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

     LSCV bandwidth matrix for 2- to 6-dimensional data

_U_s_a_g_e:

     Hlscv(x, Hstart)
     Hlscv.diag(x, Hstart)

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

       x: matrix of data values

  Hstart: initial bandwidth matrix, used in numerical optimisation

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

     Use 'Hlscv' for full bandwidth matrices and 'Hlscv.diag' for
     diagonal bandwidth matrices.

     If 'Hstart' is not given then it defaults to 'k*var(x)' where k =
     4/(n*(d + 2))^(2/(d+ 4)), n = sample size, d = dimension of data.

_V_a_l_u_e:

     LSCV bandwidth matrix.

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

     Sain, S.R, Baggerly, K.A & Scott, D.W. (1994) _Cross-validation of
     multivariate densities_. Journal of the American Statistical
     Association. *82*, 1131-1146.   

     Duong, T. & Hazelton, M.L. (2004) _Cross-validation bandwidth
     matrices for multivariate kernel density estimation_. 
     Scandinavian Journal  of Statistics. In press.

_S_e_e _A_l_s_o:

     'Hbcv', 'Hscv'

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

     data(unicef)
     Hlscv(unicef)
     Hlscv.diag(unicef)

