Options with stats::density() in R

Evgeni Chasnovski takes us through what the parameters in the stats::density() R function do:

Argument bw is responsible for computing bandwith of kernel density estimation: one of the main parameters that greatly affect the output. It can be specified as either algorithm of computation or directly as number. Because actual bandwidth is computed as adjust*bw(adjust is another density() argument, which is explored in the next section), here we will see how different algorithms compute bandwidths, and the effect of changing numeric value of bandwidth will be shown in section about adjust.

There are 5 available algorithms: “nrd0”, “nrd”, “ucv”, “bcv”, “SJ”. 

Evgeni has also created animations for each of these, so it’s easy to see what they do compared to the default output.

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