Laplace {AsyK}R Documentation

Estimated Density Values by Laplace kernel

Description

Estimated Kernel density values by using Laplace Kernel.

Usage

Laplace(y, k, h)

Arguments

y

a numeric vector of positive values.

k

gird points.

h

the bandwidth

Details

Laplace kernel is developed by Khan and Akbar. Kernel is developed by using Chen's idea. Laplace kernel is;

K_{Laplace≤ft(x,h^{\frac{1}{2}}\right)} (u)=\frac{1}{2√ h}exp ≤ft(-\frac{|{u-x}|}{√ h}\right)

Value

x

grid points

y

estimated values of density

Author(s)

Javaria Ahmad Khan, Atif Akbar.

References

Khan, J. A.; Akbar, A. Density Estimation by Laplace Kernel. Working paper, Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan.

See Also

To examine laplace density plot see plot.Laplace and for Mean Squared Error mseLap. Similarly, for RIG kernel RIG.

Examples

y <- rexp(100,1)
h <- 0.79 * IQR(y) * length(y) ^ (-1/5)
Laplace(y,200,h)

[Package AsyK version 1.5.4 Index]