source("d:/R脚本/cvbandNW.R")

K=function(x)

0.75*(1-x^2)*(abs(x)<=1)

m=function(X)

0.5*exp(X^2)

k=20

grid=rep(0,k)

a=-1;b=1

for(i in 1:k)

grid=a+(i-1)*(b-a)/(k-1)

Mestimated.NWE1=rep(0,k)

n=100

M=500

rmse1=rep(0,M)

for(j in 1:M){

X=runif(n,min=a,max=b)

e=rep(0,n)

for(i in 1:n)

e=rnorm(1,0,2*abs(X))

Y=m(X)+e

h1=cvbandNW(X,Y)$h

estimated.NWE1=rep(0,k)

for(i in 1:k){

X1=X[abs(X-grid)<=h1]

Y1=Y[abs(X-grid)<=h1]

Kvec=K((X1-grid))/h1)

lengh(Y1)=length(Kvec)

S=sum(Kvec)

if(S==0) S=S+0.0001

estimated.NWE1=sum(Kvec*Y1)/S

}

Mestimated.NWE1= Mestimated.NWE1+ estimated.NWE1

rmse1[j]=sqrt(mean((estimated.NWE1-m(grid))^2))

Estimated.NWE1=Mestimated.NWE1/M

op=par(mfrow=c(2,2))

plot(grid,m(grid),type=”l”,xlab=”x”,ylab=”m(x)”),xlim=(-1,1),ylim=(.4,1.4))

lines(grid,estimated.NWE1,lty=2,col=2)

title(sub=”(a)”)

boxplot(remse1,xlab=””,ylab=”RMSEs”,range=3.5,names=”expression(REMSE[1])”)

title(sub=”(b)”)