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A R Package to find Optimal Bandwidth for Kernel Density Estimation using new methods based on K-Fold Maximum Likelihood and AIC.

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bwNew

Collection of functions to find Optimal Bandwidth for Kernel Density Estimation using new methods based on K-Fold Maximum Likelihood and AIC. This is the outcome of the project done by me under my respected professor Dr. Deepayan Sarkar at ISID.

Install the package using the following R code.

   devtools::install_github("ShrayanRoy/bwNew")

This package consists of two functions - Optimal.KDE_ML and Optimal.KDE_AIC. The first one uses the K-Fold Maximum Likelihood Method for finding optimal h and the second one uses the AIC-based method. These methods are inspired by regression and are prepared in an intuitive manner.You can get more details in report folder.

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A R Package to find Optimal Bandwidth for Kernel Density Estimation using new methods based on K-Fold Maximum Likelihood and AIC.

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