Select Kernel Bandwidth

Computes a bandwidth (lengthscale) for RBF or Matern kernels using the specified method.

Usage

select_bandwidth(x, method = "median")

Arguments

x

Numeric matrix or vector.

method

Character. "median" (default), "scott", or a positive number for fixed bandwidth.

Value

A positive numeric scalar.

Details

• "median": The median heuristic sets bandwidth to the square root of the median of pairwise squared distances. Robust default for most kernel tests (Gretton et al., 2012).

• "scott": Scott's rule: n^(-1/(d+4)) * sd_pooled. Good for density estimation but may undersmooth for testing.

See also

Other kernel primitives: kernel_matrix(), kernel_spec(), resolve_bandwidth(), weighted_hsic_stat()

Examples

x <- matrix(rnorm(200), 100, 2)
select_bandwidth(x, "median")
#> [1] 1.749091