nise(y, hmult=1)
y
| a vector of data. |
hmult
| a factor which can be used to multiply the normal optimal smoothing parameter before construction of the density estimate. |
y
and a standard normal density function.y
are first standardised to have sample mean 0 and sample
variance 1. The integrated squared error between a density estimate
constructed from these standardised data and a standard normal distribution
is then evaluated.
see Section 2.5 of the reference below.
nmise
x <- rnorm(x) nise(x)