28 lines
911 B
R
28 lines
911 B
R
% Generated by roxygen2: do not edit by hand
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% Please edit documentation in R/RcppExports.R
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\name{estimateBandwidth}
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\alias{estimateBandwidth}
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\title{Estimated bandwidth for CVE.}
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\usage{
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estimateBandwidth(X, k, nObs)
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}
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\arguments{
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\item{X}{data matrix of dimension (n x p) with n data points X_i of dimension
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q. Therefor each row represents a datapoint of dimension p.}
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\item{k}{Guess for rank(B).}
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\item{nObs}{Ether numeric of a function. If specified as numeric value
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its used in the computation of the bandwidth directly. If its a function
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`nObs` is evaluated as \code{nObs(nrow(x))}. The default behaviou if not
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supplied at all is to use \code{nObs <- nrow(x)^0.5}.}
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}
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\description{
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Estimates a propper bandwidth \code{h} according
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\deqn{h = \chi_{p-q}^{-1}\left(\frac{nObs - 1}{n-1}\right)\frac{2 tr(\Sigma)}{p}}{%
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h = qchisq( (nObs - 1)/(n - 1), p - q ) 2 tr(Sigma) / p}
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}
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\seealso{
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[qchisq()]
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}
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