DELTD (version 2.6.5)

mseLN: Calculate Mean Squared Error( MSE) when Lognormal Kernel is used

Description

Calculate MSE by using Lognormal Kernel.

Usage

mseLN(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 mseBS, mseEr and mseGamma. For estimated values and for density estimation by using Lognormal Kernel see LN and plot.LN, respectively.

Examples

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