mseBS: Calculate Mean Squared Error( MSE) when Birnbaum-Saunders kernel is used
Description
Calculate MSE by using Birnbaum-Saunders Kernel.
Usage
mseBS(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
MSE
References
Jin, X.; Kawczak, J. 2003. Birnbaum-Saunders & Lognormal kernel estimators for modeling durations in high frequency financial data. Annals of Economics and Finance4, 103<U+2013>124.
See Also
For further MSE by using other kernels see mseLN, mseEr and mseGamma. For density estimation by using Birnbaum-Saunders Kernel plot.BS and to examine estimated values with grid points see BS.