Mean integrated squared error

Description

Computes the mean integrated squared error between a theoretical density and an estimate given by deamer

Usage

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mise(density, obj)

Arguments

density

a theoretical density. Should be a single argument function

obj

an object of class 'deamer'. See deamer-class.

Value

Returns the value (scalar) of the mean integrated squared error.

Note

This function is mainly for simulation and comparison of methods.

Author(s)

Julien Stirnemann <j.stirnemann@gmail.com>

See Also

deamerKE,deamerSE,deamerRO, deamer, deamer-class

Examples

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 n=1000
 x <- rchisq(n, df=3)
 e <- rnorm(n,0,0.1)
 y <- x + e
 estimate <- deamerKE(y, noise.type="gaussian", sigma=0.1)
 f_th <- function(x) dchisq(x, df=3)
 
 mise(f_th, estimate)