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AsyK (version 1.3.2)

Kernel Density Estimation and Selection of Optimum Bandwidth

Description

Density estimation by using symmetrical kernels and to calculate mean square error. See Scaillet (2004) and Khan and Akbar (2019).

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Version

Install

install.packages('AsyK')

Monthly Downloads

548

Version

1.3.2

License

GPL-2

Maintainer

Javaria Khan

Last Published

November 14th, 2019

Functions in AsyK (1.3.2)

mserig

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

Bandwidth Calculation.
graphLap

Plot Density by Laplace kernel.
laphcomp

Calculate MSE with and ranking of Bandwidth with respect to MSE for Laplace Kernel.
mselap

Calculate Mean Squared Error( MSE) when Laplace Kernel is used.
righcomp

Calculate MSE with and ranking of Bandwidth with respect to MSE for RIG kernel.
compLR

Plot Density by RIG and Laplace kernel.
graphrig

Plot Density by RIG kernel.