private_fun: Evaluates the difference between calculated cumulative...
In R-Finance/Meucci: Collection of functionality ported from the MATLAB code of Attilio Meucci.
Description
Usage
Arguments
Value
Author(s)
Description
Evaluates the difference between calculated cumulative
distribution function for a data point and the true value
Usage
1
private_fun(x, xi, bw, wi, p)
Arguments
x
a vector containing the data points for which
cdf has to be evaluated
xi
a vector containing the data set
bw
a numeric value containing Silverman bandwidth
of the given data set
wi
a vector containing weights
p
a vector containing the true probabilities
Value
f a vector containing the difference between x and p
which is of length equal to x or p
Author(s)
Manan Shah mkshah@tepper.cmu.edu
R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.
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Description Usage Arguments Value Author(s)
Description
Evaluates the difference between calculated cumulative distribution function for a data point and the true value
Usage
1 | private_fun(x, xi, bw, wi, p)
|
Arguments
x |
a vector containing the data points for which cdf has to be evaluated |
xi |
a vector containing the data set |
bw |
a numeric value containing Silverman bandwidth of the given data set |
wi |
a vector containing weights |
p |
a vector containing the true probabilities |
Value
f a vector containing the difference between x and p which is of length equal to x or p
Author(s)
Manan Shah mkshah@tepper.cmu.edu
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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