Calculates the optimal bandwidth via minimising Kullback-Leibler divergence

Calculates the optimal bandwidth via minimising Kullback-Leibler divergence

compak_KLbandwidth(a.sample, x = NULL, interval = c(0.025, 1), workers = 1L)

Arguments

a.sample	numeric vector; the data sample from which the estimate is to be computed.
x	a numeric vector: the points of the grid at which the density is to be estimated. This vector should be considerable longer than the range of the a.sample. If NULL, the function will populate the vector for you using a Chebyshev's Inequality type argument.
interval	numeric vector; the end-points of the interval to be searched for the best bandwidth.
workers	numeric; a positive integer to represent the number of cores used for parallel processing to evaluate the compak smoother.

Value

The optimal bandwidth parameter within the interval

Examples

data(days)
h.KL <- compak_KLbandwidth(days)