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Silverman rule-of-thumb bandwidth

Source: R/semipar_bridge.R
silverman_bandwidth.Rd

Returns h equal to 0.9 times min of sigma-hat and IQR over 1.34 times n to the negative one-fifth.

Usage

silverman_bandwidth(x)

Arguments

x

Numeric data vector.

Value

Bandwidth (numeric scalar).

References

Silverman, B. W. (1986), p. 48.