vardif: Estimate Residual Variance with Differene-Based Method.

In VarED: Variance Estimation using Difference-Based Methods

Description

Estimate residual variance with differene-based method.

Usage

vardif(x, y, type, r, m)

Arguments

x	numeric Equally spaced design points.
y	numeric Responses
type	character Taking "opt" or "ord", default as "ord"
r	numeric The order of employed difference sequence.
m	numeric The bandwidth or the number of regressors.

Value

u	numeric The estimated variance.

References

Tong, T. and Wang, Y. (2005). Estimating residual variance in nonparametric regression using least squares, Biometrika 92: 821 - 830.

Wenlin Dai, Tiejun Tong and Lixing Zhu (2017) Optimal sequence or ordinary sequence? A unified framework for variance estimation in nonparametric regression, Statistical Science.

Examples

x<-1:100/100
y<-5*sin(2*pi*x)+rnorm(100)*0.5
type="ord"
r<-2
m<-10
vardif(x,y,type,r,m)

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