CHsharp (version 0.4)

MISE: Approximate Mean Integrated Squared Error

Description

MISE for penalized sharpened regression based on trapezoid integration.

Usage

MISE(x, xgrid, sigma2, lambda, h, g, A, B)

Arguments

x

numeric explanatory vector

xgrid

numeric vector

sigma2

numeric vector of variance(s)

lambda

numeric penalty constant

h

numeric bandwidth

g

regression function, numeric-valued

A

numeric matrix, smoother

B

numeric matrix, based on penalty

Value

A vector containing the finite sample variance, squared bias, and mean integrated squared error.