mseRIG {AsyK}R Documentation

Calculate Mean Squared Error( MSE) when RIG kernel is used.

Description

Calculate MSE by using Resiprocal Inverse Gaussian Kernel.

Usage

mseRIG(y, k, h, type)

Arguments

y

a numeric vector of positive values.

k

gird points.

h

the bandwidth

type

mention distribution of vector.If exponential distribution then use "Exp". if use gamma distribution then use "Gamma".If Weibull distribution then use "Weibull".

Value

Mean Squared Error

References

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

See Also

For further MSE by using Laplace kernel see mseLap. For density estimation by using RIG Kernel plot.RIG and for estimated values of density RIG.

Examples

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

[Package AsyK version 1.5.4 Index]