Skip to content

get bandwidth obtained from kde_lscv #68

New issue

Have a question about this project? # for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “#”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? # to your account

Open
wants to merge 1 commit into
base: master
Choose a base branch
from

Conversation

m-wells
Copy link

@m-wells m-wells commented Mar 20, 2019

I created a new function that returns the bandwidth found from kde_lscv.

@PaulSoderlind
Copy link
Contributor

Something like this is needed. Just to mention one reason: the pointwise sampling variance of the density estimate typically depends on both the bandwidth and the shape of the kernel (see Silverman 1986 ch. 3.3)

I was thinking of instead changing the UnivariateKDE object to include the kernel, something like:

mutable struct UnivariateKDE{R<:AbstractRange} <: AbstractKDE
    "Gridpoints for evaluating the density."
    x::R
    "Kernel density at corresponding gridpoints `x`."
    density::Vector{Float64}
    "Kernel"
    dist::UnivariateDistribution
end

Then, the output of the kde_lscv() could be
UnivariateKDE(k.x, dens, dist)

# for free to join this conversation on GitHub. Already have an account? # to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants