Hscv                   package:ks                   R Documentation

_S_m_o_o_t_h_e_d _c_r_o_s_s-_v_a_l_i_d_a_t_i_o_n (_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 _b_i_v_a_r_i_a_t_e _d_a_t_a

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

     SCV bandwidth matrix for 2- to 6-dimensional data.

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

     Hscv(x, pre="sphere", Hstart)

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

       x: matrix of data values

     pre: '"scale"' = pre-scaling, '"sphere"' = pre-sphering

  Hstart: initial bandwidth matrix, used in numerical optimisation

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

     This SCV selector is a generalisation of the univariate SCV
     selector of Jones, Marron & Park (1991).

     For details on the pre-transformations in 'pre', see 'pre.sphere'
     and 'pre.scale'.

     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:

     Full SCV bandwidth matrix.  Please note that a diagonal version of
     this selector is not available.

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

     Jones, M.C., Marron, J.~S. & Park, B.U. (1991) A simple root n
     bandwidth selector. _The Annals of Statistics_ *19*, 1919-1932.

     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:

     'Hlscv', 'Hbcv'

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

     data(unicef)
     Hscv(unicef)

