Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: smoother
See also: Rdenbest denxbwcrit denxest

Quantlet: Rdenxest
Description: evaluates a kernel estimate of an integrated squared density (derivative) using the normal kernel for a (vector of) bandwidth(s) h.


Usage: Rh = Rdenxest(der, x, h, diag)
der scalar, order of derivative der = 0,1,2,...
x n x 1 vector of data points
h p x 1 vector of bandwidths
diag scalar, if set to 0, the diagonal terms are removed from the estimate, otherwise included
Rh p x 1 vector of the functional estimates

n = 100
s = 2
diag = 1
h = #(0.1, 0.2, 0.3)
x = normalmix(n,w,mu,sigma)
Rh = Rdenxest(s,x,h,diag)
h ~ Rh

kernel estimates for the integrated squared
second density derivative for three different bandwidths are
computed which are based on a sample of size 100 generated from
a normal mixture example density:

Contents of _tmp
[1,]      0.1     1742
[2,]      0.2   111.71
[3,]      0.3   18.953

Author: J.-U. Scheer, 20020406 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006