ks (version 1.4.2)

ise, mise, amise: ISE, MISE and AMISE of kernel density estimates for normal mixture densities

Description

The global errors ISE (Integrated Squared Error), MISE (Mean Integrated Squared Error) of kernel density estimates for normal densities, for 2- to 6-dimensional data, and AMISE (Asymptotic Mean Integrated Squared Error) for 2-dimensional data.

Usage

ise.mixt(x, H, mus, Sigmas, props)  
mise.mixt(H, mus, Sigmas, props, samp)
amise.mixt(H, mus, Sigmas, props, samp)

Value

• ISE, MISE or AMISE value.

Details

For normal mixture densities, ISE and MISE have exact formulas for all dimensions, and AMISE has an exact form for 2 dimensions. See Wand & Jones (1995).

References

Wand, M.P. & Jones, M.C. (1995) Kernel Smoothing. Chapman & Hall. London.

Examples

samp <- 50
d <- 3
mus <- rbind(rep(0,d), rep(1,d))
Sigmas <- 0.25*rbind(diag(d), diag(d))
props <- c(2/3, 1/3)
x <- rmvnorm.mixt(samp, mus, Sigmas, props)
H <- Hpi(x)
ise.mixt(x, H, mus, Sigmas, props)
mise.mixt(H, mus, Sigmas, props, samp)