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<html><head><title>R: Bandwidth for density() via Normal Reference Distribution</title>
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<h2>Bandwidth for density() via Normal Reference Distribution</h2>
<h3>Description</h3>
<p>
A well-supported rule-of-thumb for choosing the bandwidth of a Gaussian
kernel density estimator.
</p>
<h3>Usage</h3>
<pre>
bandwidth.nrd(x)
</pre>
<h3>Arguments</h3>
<table summary="R argblock">
<tr valign="top"><td><code>x</code></td>
<td>
A data vector.
</td></tr>
</table>
<h3>Value</h3>
<p>
A bandwidth on a scale suitable for the <code>width</code> argument of
<code>density</code>.</p>
<h3>References</h3>
<p>
Venables, W. N. and Ripley, B. D. (2002)
<EM>Modern Applied Statistics with S.</EM>
Springer, equation (5.5) on page 130.
</p>
<h3>Examples</h3>
<pre>
# The function is currently defined as
function(x)
{
r <- quantile(x, c(0.25, 0.75))
h <- (r[2] - r[1])/1.34
4 * 1.06 * min(sqrt(var(x)), h) * length(x)^(-1/5)
}
</pre>
<hr><div align="center">[Package <em>MASS</em> version 7.2-44 <a href="00Index.html">Index]</a></div>
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