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Department of Statistics and Applied Probability |
Faculty of Science |
National University of Singapore
A shar file with GAUSS routines for one-dimensional kernel density bandwidth selection (plus some utilities).
I implemented these routines during my PhD studies (1991-1994) at CORE and the Institut de Statistique at the Université Catholique de Louvain. They are distributed in the hope that they may be useful to others. Hence, this software is provided ``as is'' without any expressed or implied warranty. Nowadays I am using S-PLUS and have no more access to GAUSS, hence, there will be no support for this routines from my side. More GAUSS code can be found at the GAUSS ARCHIVE.
The bandwidth selectors implemented are (a subset of) those used in the simulation study byPark, B.U. and Turlach, B.A. (1992). Practical performance of several data driven bandwidth selectors (with discussion), Computational Statistics 7(3): 251-270.The implementations in this distribution are not direct implementations (as used in the simulation study), but ``binned'' implementations. Some information on these bandwidth selectors and how they are binned can be found in an unpublished technical report.
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