Description Usage Arguments Value Author(s) References See Also Examples
Plot kernel density by using Gumbel Kernel.
1 2 |
x |
an object of class "Gumbel" |
... |
Not presently used in this implementation |
nothing
Javaria Ahmad Khan, Atif Akbar.
Khan, J. A., & Akbar, A. 2021. Density Estimation Using Gumbel Kernel Estimator. Open Journal of Statistics 11 (2), 319-328.
For Weibull kernel see plot.Weibull
. To calculate Gumbel estimated values see Gumbel
and for MSE mse
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | y <- rlnorm(100, meanlog = 0, sdlog = 1)
h <- 1.5
xx <- seq(min(y) + 0.05, max(y), length = 200)
den <- Gumbel(x = xx, y = y, k = 200, h = h)
plot(den, type = "l")
##other details can also be added
y <- rlnorm(100, meanlog = 0, sdlog = 1)
grid <- seq(min(y) + 0.05, max(y), length = 200)
h <- 0.79 * IQR(y) * length(y) ^ (-1/5)
gr <- Gumbel(x = grid, y = y, k = 200, h = h)
plot(gr, type = "s", ylab = "Density Function", lty = 1, xlab = "Time")
## To add true density along with estimated
d1 <- density(y, bw = h)
lines(d1, type = "p", col = "red")
legend("topright", c("Real Density", "Density by Gumbel Kernel"),
col=c("red", "black"), lty=c(1,2))
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