DELTD (version 2.6.5)

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 Finance 4, 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.

Examples

# NOT RUN {
y <- rexp(100,1)
h <- 0.79 * IQR(y) * length(y) ^ (-1/5)
mseBS(y,200,h,"Exp")
# }