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x
f
2
dx
is a function of the unknown true density that can be
interpreted as its roughness. Assuming that the true
density is normal leads to the normal scale rule for
choice of h. Estimating R(f), which can be done with
3
3.5
1
1.5
Component 1
C
o
m
p
o
n
e
n
t
2
1
0.5
0
0.5
1 0 1.5 0.5
2
1
1.5
2 2.5 0.5
3
2.5
Figure 12. The same data as in Figure 11 in the form at 90, 95 and
100% contours arising from a KDE based on an STE rule for
window-width selection.
Kernel Density Estimates 353
varying degrees of renement, leads to the family of
direct plug-in (DPI) estimates. Details are given in
Wand & Jones (1995).
Solve-the-equation (STE) estimates are closely
related to DPI estimates.The formula for h
AMISE
is the
starting point, and R( f) is replaced by an estimate that
depends on h and can be determined for an initial
choice of h. This leads to the estimate of h
AMISE
that in
turn is used to estimate a new R( f) and a new h
AMISE
.
This process continues until h converges.
These and other techniques have been implemented
in the MATLAB package by one of the authors (CCB)
and are freely available to anyone who wants them
(email c.beardah@maths.ntu.ac.uk). The routines were
developed because our interest in KDEs occurred at a
time when nothing else was obviously and easily avail-
able to us. We believe that kernel density estimation is
a valuable tool for data analysis that can be fruitfully
deployed by archaeologists. We are also aware that
software to implement the ideas involved, including
our own, is not readily available and is expensive. It is
likely that this situation will change, and that kernel
density estimation will become available in accessible
software packages. Our hope is that the present paper
will encourage the use of such methodology when it
becomes more readily available.
354 M. J. Baxter et al.