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.