error.den:
Compute the probability density function and cumulative probability density function of the error, using a global bandwidth of residuals
Description
With the estimated bandwidth of residuals, error density can be approximated by the kernel density estimator.
Usage
error.den(band, eps, res.data)
Arguments
band
Bandwidth of residuals
eps
Grid point
res.data
Residuals obtained from the estimated conditional mean
Value
Numerical values
References
H. L. Shang (2013) `Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density', Computational Statistics and Data Analysis, 67, 185-198.
H. L. Shang (2013) `Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density', Computational Statistics, in press.