RIG {AsyK}R Documentation

Estimated Density Values by Resiprocal Inverse Gaussian kernel

Description

Estimated Kernel density values by using Resiprocal Inverse Gaussian Kernel.

Usage

RIG(y, k, h)

Arguments

y

a numeric vector of positive values.

k

gird points.

h

the bandwidth

Details

Scaillet 2003. proposed Resiprocal Inverse Gaussian kerenl. He claimed that his proposed kernel share the same properties as those of gamma kernel estimator.

K_{RIG ≤ft( \ln{ax}4\ln {(\frac{1}{h})} \right)}(y)=\frac{1}{√ {2π y}} exp≤ft[-\frac{x-h}{2h} ≤ft(\frac{y}{x-h}-2+\frac{x-h}{y}\right)\right]

Value

x

grid points

y

estimated values of density

Author(s)

Javaria Ahmad Khan, Atif Akbar.

References

Scaillet, O. 2004. Density estimation using inverse and reciprocal inverse Gaussian kernels. Nonparametric Statistics, 16, 217-226.

See Also

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

Examples

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

[Package AsyK version 1.5.4 Index]