ordseq: Ordinary Difference Sequence

In VarED: Variance Estimation using Difference-Based Methods

Description

Generate an ordinary difference sequence with order r.

Usage

ordseq(r)

Arguments

r	the order of the generated difference sequence.

Value

The generated ordinary difference sequence.

References

Hall, P., Kay, J. W. and Titterington, D. M. (1990). Asymptotically optimal difference-based estimation of variance in nonparametric regression, Biometrika 77: 521 - 528.

Dette, H., Munk, A. and Wagner, T. (1998). Estimating the variance in nonparametric regression - what is a reasonable choice?, Journal of the Royal Statistical Society, Series B 60: 751 - 764.

Examples

r<-2
ordseq(r)

Example output

[1]  0.4082483 -0.8164966  0.4082483

VarED documentation built on May 2, 2019, 7:31 a.m.