DELTD (version 2.6.5)

plot.BS: Density Plot by Birnbaum-Saunders kernel

Description

Plot Kernel density by using Birnbaum-Saunders Kernel.

Usage

# S3 method for BS
plot(x, ...)

Arguments

x

An object of class "BS"

…

Not presently used in this implementation

Value

Nothing

References

Jin, X.; Kawczak, J. 2003. Birnbaum-Saunders & Lognormal kernel estimators for modeling durations in high frequency financial data. Annals of Economics and Finance 4, 103<U+2013>124.

See Also

For further kernels see plot.Erlang, plot.Gamma and plot.LN. For estimated values BS and for MSE mseBS.

Examples

# NOT RUN {
y <- rexp(100,1)
h <- 0.79 * IQR(y) * length(y) ^ (-1/5)
den <- BS(y,200,h)
plot(den, type = "s", ylab = "Density Function", lty = 1, xlab = "Time")
## To add true density along with estimated
d1<-density(y,bw=h)
lines(d1,type="p",col="green")
# }