## ----------------------------------------------------------------------------
##   R scripts for Haerdle/Mueller/Sperlich/Werwatz: "Nonparametric and
##   Semiparametric Modelling", Springer Series in Statistics, 2004
## ----------------------------------------------------------------------------
##   Script      SPMdenquauni
## ----------------------------------------------------------------------------
##   Description computes a kernel estimation of quartic and uniform 
##               kernel
## ----------------------------------------------------------------------------
##   Author      Marlene Mueller, 2008/11/21
## ----------------------------------------------------------------------------

library(KernSmooth)

x <- read.csv("D:\\stockres.txt")
x <- unlist(x)

fh1 <- bkde(x, bandwidth=0.018, kernel="biweight")
fh2 <- bkde(x, bandwidth=0.018, kernel="box")

ylim=range(c(fh1$y,fh2$y))

par(mfrow=c(1,2))
plot(fh1,type="l",lwd=2,main="Quartic (Biweight), h=0.018",xlab="x",ylab="fh",ylim=ylim)
plot(fh2,type="l",lwd=2,main="Uniform (Box), h=0.018",xlab="x",ylab="fh",ylim=ylim)
par(mfrow=c(1,1))