varest                package:lokern                R Documentation

_N_o_n_p_a_r_a_m_e_t_r_i_c _V_a_r_i_a_n_c_e _E_s_t_i_m_a_t_o_r

_D_e_s_c_r_i_p_t_i_o_n:

     Estimates the error variance sigma^2 nonparametrically in the
     model

                         Y_i = m(x_i) + E_i,

     where E_i ~ N(0,sigma^2), using leave-one-out residuals.

_U_s_a_g_e:

     varest(x, y)

_A_r_g_u_m_e_n_t_s:

       x: abscissae values, ordered increasingly.

       y: observations at 'y[i]' at 'x[i]'.

_V_a_l_u_e:

     A list with components 

     res: numeric; residuals at 'x[]' of length 'n'.

     snr: explained variance of the true curve

  sigma2: estimation of residual variance, sigma^2.

_N_o_t_e:

     This is an R interface to the 'resest' Fortran subroutine, used in
     'lokerns' and 'glkerns', see their help pages for references and
     context.

_A_u_t_h_o_r(_s):

     Martin Maechler

_S_e_e _A_l_s_o:

     'lokerns', 'glkerns'.

_E_x_a_m_p_l_e_s:

      x <- sort(runif(100))
      y <- sin(pi*x) + rnorm(100)/10
      str(ve <- varest(x,y))

