bandwidth.nrd              package:MASS              R Documentation

Bandwidth for density() via Normal Reference Distribution

Description:

     A well-supported rule-of-thumb for choosing the bandwidth of a
     Gaussian kernel density estimator.

Usage:

     bandwidth.nrd(x)

Arguments:

       x: A data vector. 

Value:

     A bandwidth on a scale suitable for the 'width' argument of
     'density'.

References:

     Venables, W. N. and Ripley, B. D. (2002) _Modern Applied
     Statistics with S._ Springer, equation (5.5) on page 130.

Examples:

     # 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)
     }

