[R] Bandwidth selection

From: Amir Safari <amsa36060_at_yahoo.com>
Date: Tue 06 Dec 2005 - 06:15:51 EST


     Dear R users,
  Before running ksmooth( ), a suitable bandwidth selection is needed. I use some functions for doing this task and receive these results for my data:   

   bw<-width.SJ(y, nb=100,method="ste") : 26.38
   bw<-bcv(y,nb=100) : 40.53
   bw<-ucv(y)   : 41.25
   bw<-bandwidth.nrd(y) : 45.43

   After implementing the function ksmooth(x,y, bandwidth=bw) , I have some NAs in output for all bandwidth selection functions. But if the bandwidth be equal to 62 or more, the function ksmooth(x,y) works without NA, i.e., the bandwidth must be at least 62 in order to not have NA in output.    That was the first case. In second case, I have to choose bandwidth bigger than the number of observations in ordet to not have NA in output.   What are reasons and my mistake ?
  Thank you for any reply.
  Amir Safari                                         

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