Computes f-hat(x) equal to one over n times h times the sum over i
of K of (x minus X_i) divided by h.
Usage
kde(x, x_eval, bandwidth, kernel_type = KERNEL_GAUSSIAN)
Arguments
- x
Numeric data vector.
- x_eval
Evaluation grid.
- bandwidth
Positive bandwidth.
- kernel_type
Integer code or kernel name.
Value
Numeric vector of estimated densities.
References
Silverman, B. W. (1986). Density Estimation for
Statistics and Data Analysis. Chapman and Hall.