plot.LogN | R Documentation |
Plot Kernel density by using Lognormal Kernel.
## S3 method for class 'LogN' plot(x, ...)
x |
An object of class "LogN" |
... |
Not presently used in this implementation |
Nothing
Javaria Ahmad Khan, Atif Akbar.
Jin, X.; Kawczak, J. 2003. Birnbaum-Saunders & Lognormal kernel estimators for modeling durations in high frequency financial data. Annals of Economics and Finance 4, 103-124.
For further kernels see plot.Beta
, plot.Erlang
, plot.Gamma
and plot.BS
. To calculate MSE use mse
and for estimated values for density
estimation see LogN
.
n <- 1000 y <- abs(rlogis(n, location = 0, scale = 1)) xx <- seq(min(y) + 0.05, max(y), length =90) h <- 0.00003 den <- LogN(x = xx, y = y, k = 90, h = h) plot(den, type = "l") ##other details can also be added y <- abs(rlogis(n, location = 0, scale = 1)) h <- 3 gr <- LogN(x = xx, y = y, k = 90, 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 = "green") legend("topleft", c("Real Density", "Density by Lognormal Kernel"), col = c("green", "black"), lty = c(1,2))
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