R/error.cdf.R

error.cdf <- function(band, eps, res.data)
{
    res = as.numeric(res.data)
    data.num = length(res)
    std.res = sd(res)
    epsilon = (res - mean(res))/std.res
    eps.std = (eps - mean(res))/std.res
    tem = (eps.std - epsilon)/band
    tem2 = pnorm(tem)
    hatf = sum(tem2)/data.num
    return(hatf)
}

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