\(h_{opt} = [R(K)/(\mu_2(K)^2 \int (f'')^2 n)]^{1/5}\). Depends on
the UNKNOWN \(\int (f'')^2\), which is why every practical rule
approximates it; a normal reference is used when it is not
supplied, and the result says so. Mirrors
morie.fn.hrzbwopt.
Usage
morie_bandwidth_mise(x, f_second_deriv_l2 = NULL)
Arguments
- x
numeric sample.
- f_second_deriv_l2
the true integral, if known.
Value
list: h_opt, R_K, mu2_K, f2_l2, normal_reference_used.
References
Horowitz, Ch. 2.
Examples
set.seed(1)
morie_bandwidth_mise(rnorm(200))$h_opt
#> [1] 0.3410695
