variance.val {pendensity}R Documentation

Calculating variance and standard deviance of each observation.

Description

Calculating the variance and standard deviance of each observation. Therefore we use the variance of the parameter set beta, called 'var.par'.

Usage

variance.val(base.den, var.par, weight, K, x, list.len, Z, x.factor)

Arguments

base.den base values
var.par variance of the parameter set beta
weight weights ck
K number of knots
x covariates
list.len number of covariate combinations
Z covariate matrix
x.factor list of covariate combinations

Value

Returning a vector with the standard deviance of each observation.

Author(s)

Christian Schellhase <cschellhase@wiwi.uni-bielefeld>

References

Density Estimation with a Penalized Mixture Approach, Kauermann G. and Schellhase C. (2009), to appear.


[Package pendensity version 0.2 Index]