MISE.envelope: Mean Integrated Squared Error on an Envelope Object
Description
Compute the mean integrated squared error,
or integrated squared bias, or integrated variance,
of the simulated function estimates in an envelope object.
The first argument should be an object of class "envelope"
and should contain the simulated function estimates (i.e. it should
have been computed using envelope
with savefuns=TRUE).
MISE.envelope computes the mean integrated squared error.
ISB.envelope computes the integrated squared bias.
IV.envelope computes the integrated sample variance.
The simulated function estimates are extracted from object
and their deviation from the true function theo
is computed pointwise. The squared deviations are integrated over the
interval specified by domain, giving one value of integrated
squared error for each simulated function estimate. Then
MISE.envelope returns the average of these values, that is,
the estimated mean squared error. Similarly for the other computations.