variance.val {pendensity}

Calculating variance and standard deviance of each observation.

Description

Calculating the variance and standard deviance of each observation. Therefore we use the variance of the parameter set beta, called 'var.par'.

Usage

variance.val(base.den, var.par, weight, K, x, list.len, Z, x.factor, y.val=NULL)

Arguments

base.den

base values

var.par

variance of the parameter set beta

weight

weights ck

K

number of knots

x

covariates

list.len

number of covariate combinations

Z

covariate matrix

x.factor

list of covariate combinations

y.val

optimal values for calculating the variance in any point yi in the case of a factorial density

Value

Returning a vector with the standard deviance of each observation.

Author(s)

Christian Schellhase <[e-mail]-bielefeld>

References

Density Estimation with a Penalized Mixture Approach, Schellhase C. and Kauermann G. (2012), Computational Statistics 27 (4), p. 757-777.