Rosenblatt Density Estimation

This program performs univariate Rosenblatt density estimation.  The Kernel of choice is the Gaussian Kernel and the bandwith is selected according to two procedures.  A version cross-validation and the method proposed by Sheather and Jones(1991) in the Journal of the Royal Statistical Society 53, 683-690. 
				
The output are two bandwidths and two vectors of estimated densities evaluated at all data points under the two different bandwidth selection methods. A graph of the 
estimated densities is also produced.