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#### varNPreg.R : Nonparametric Variance Estimator
####
#### S/R interface to the resest() Fortran subroutine
#### Copyright (C) Martin Maechler (2001).
#### This software is distributed under the terms of the GNU GENERAL
#### PUBLIC LICENSE Version 2, June 1991, see the COPYING file from R,
#### or https://www.gnu.org/copyleft/gpl.html
varNPreg <- function(x,y)
{
## Purpose: Nonparametric Leave-1-out Residuals and Variance Estimator
## in the model y[i] = mu(x(i)) + E[i] , E[i] ~ (0, sigma^2), i.i.d
## Author: Martin Maechler, Date: 9 Jul 2001, 14:47
if(2 >= (n <- length(x))) stop("n := length(x) must be at least 3")
if(is.unsorted(x)) stop("'x' must be ordered increasingly")
if(n != length(y)) stop("'x' and 'y' must have same length")
.Fortran(resest,
as.double(x), as.double(y), n,
res = double(n),
snr = double(1),
sigma2 = double(1))[4:6]
}
varest <- function(x,y) {
warning("Use 'varNPreg' instead of 'varest';\n",
"The latter has been an accidental identical copy of the former")
varNPreg(x,y)
}
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