Which methods used in the "ksdensity" function for the selection of optimal bandwidth

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Young Jin Kang
Young Jin Kang 2016-1-7
评论： Young Jin Kang 2016-7-7
"ksdensity" function returns the bandwidth of the kernel smoothing window. The default bandwidth is th optimal for normal densities.
Which methods used in the ksdensity for the selection of optimal bandwidth in the default bandwidth. (ex. Normal scale rules, Cross-validation; Least squares cross-validation, Biased cross-validation, ...)
Thank you.

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the cyclist
the cyclist 2016-1-7
If you look inside the ksdensity, you will see that it calls mvksdensity, which in turn calls the internal function apply_censoring_get_bandwidth, which calculates the bandwidth using "Scott's rule".
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the cyclist
the cyclist 2016-7-6
When I stated that that is "Scott's rule", I was just reading off the comment in the code. That comment could be out of date, I suppose, if the formula changed but the comment did not.

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