compute_optimal_delta: Compute Optimal Delta for AT-CSR Thresholding (base-10 log...
In FARS: Factor-Augmented Regression Scenarios
View source: R/compute_optimal_delta.R
compute_optimal_delta R Documentation
Compute Optimal Delta for AT-CSR Thresholding (base-10 log version)
Description
Computes the optimal threshold level delta following Qiu and Liyanage (2019),
assuming all logs are base-10 as per the original paper.
Usage
compute_optimal_delta(Sigma_eps, Theta, T)
FARS documentation built on Aug. 8, 2025, 7:33 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/compute_optimal_delta.R
| compute_optimal_delta | R Documentation |
Compute Optimal Delta for AT-CSR Thresholding (base-10 log version)
Description
Computes the optimal threshold level delta following Qiu and Liyanage (2019), assuming all logs are base-10 as per the original paper.
Usage
compute_optimal_delta(Sigma_eps, Theta, T)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.