Silverman's Rule of Thumb for Bandwidth Selection

Implements Silverman's rule of thumb for selecting an optimal bandwidth in kernel density estimation.

Usage

silverman_bandwidth(X, kernel_type = "normal")

Arguments

X

A numerical vector of sample data.

kernel_type

A string identifying the kernel type.

Value

A scalar representing the optimal bandwidth.

Examples

# Generate sample data
X <- gen_sample_data(size = 500, dgp = "2_fold_uniform", seed = 1)
# Get optimal bandwidth using Silverman's rule
h_opt <- silverman_bandwidth(X, kernel_type = "normal")