nise {sm} | R Documentation |
Integrated squared error between a density estimate and a Normal density
Description
This function evaluates the integrated squared error between a density
estimate constructed from a standardised version of the univariate data
y
and a standard normal density function.
Usage
nise(y, ...)
Arguments
y |
a vector of data. |
... |
further arguments which are to be passed to |
Details
The data y
are first standardised to have sample mean 0 and sample
variance 1. The integrated squared error between a density estimate
constructed from these standardised data and a standard normal distribution
is then evaluated.
See Section 2.5 of the reference below.
Value
the integrated squared error.
References
Bowman, A.W. and Azzalini, A. (1997). Applied Smoothing Techniques for Data Analysis: the Kernel Approach with S-Plus Illustrations. Oxford University Press, Oxford.
See Also
Examples
x <- rnorm(100)
nise(x)
[Package sm version 2.2-6.0 Index]