error.den: Compute the probability density function and cumulative...

Description Usage Arguments Value Author(s) References See Also

Description

With the estimated bandwidth of residuals, error density can be approximated by the kernel density estimator.

Usage

1
error.den(band, eps, res.data)

Arguments

band

Bandwidth of residuals

eps

Grid point

res.data

Residuals obtained from the estimated conditional mean

Value

Numerical values

Author(s)

Han Lin Shang

References

H. L. Shang (2013) ‘Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density’, Computational Statistics and Data Analysis, 67, 185-198.

H. L. Shang (2013) ‘Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density’, Computational Statistics, in press.

See Also

error.denadj


bbefkr documentation built on May 2, 2019, 3:04 a.m.