DEEVD (version 1.2.1)

msegumbel: Calculate Mean Square Error( MSE) when Gumbel kernel is used.

Description

Calculate MSE by using Gumbel Kernel.

Usage

msegumbel(y, k, h, type)

Arguments

y

a numeric vector of positive values.

k

gird points.

h

the bandwidth

type

mention distribution of vector.If Gumbel distribution is used scale=1 then use "Gumbel". if use Weibull distribution with scale = 1 then use "Weibull". if use Frechet distribution with scale=1 and shape=1 then use "Frechet".

Value

MSE

References

Khan, J. A.; Akbar, A. Density Estimation by Gumbel Kernel. 2020. Working paper, Department of Statistics, Bahauddin Zakariya University, Multan, Pakistan.

See Also

For Weibull estimator MSE see mseweibull. For density estimation by using Gumbel Kernel plot.Gumbel and for estimated values of density Gumbel.

Examples

# NOT RUN {
y<-rweibull(350,1)
h<-0.79 * IQR(y) * length(y) ^ (-1/5)
msegumbel(y,200,h,"Weibull")
# }