DELTD (version 2.6.5)

mseGamma: Calculate Mean Squared Error( MSE) when Gamma kernel is used

Description

Calculate MSE by using Gamma Kernel.

Usage

mseGamma(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

Chen, S. X. 2000. Probability density function estimation using Gamma kernels. Annals of the Institute of Statistical Mathematics 52 (3), 471-480.

See Also

For further MSE by using other kernels see mseBS, mseEr and mseLN. For density estimation by using Gamma Kernel plot.Gamma and for estimated values of density Gamma.

Examples

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