MU: Auxiliary function that computes the singular values of the...

In RandomCoefficients: Adaptive Estimation in the Linear Random Coefficients Models

Description

Auxiliary function that computes the singular values of the SVD of the operator F_c in Gaillac and Gautier 2018.

Usage

MU(N, c, K, L1)

Arguments

N	number of singular values to compute
c	parameter indexing the singular values
K	ordre of the Legendre quadrature
L1	number of Legendre polynomials used in the computation of the coefficients of the singular functions;

Value

a list containing, in order:

- mu_even

- mu_odd

Examples

library(orthopolynom)
library(polynom)
library(tmvtnorm)
library(ks)
library(sfsmisc)
library(snowfall)
library(fourierin)
library(rdetools)
library(statmod)
library(RCEIM)
library(robustbase)
library(VGAM)
library(RandomCoefficients)
#### Bandwidth 1
L =15
L1 = L+1
N2 = max(L,3)
twoN = 2*N2
#### Bandwidth 1
c1 = 1
K1 = max(twoN+2,30)
K = K1
mu1<- MU(N2,c1,K1, L1)

RandomCoefficients documentation built on June 7, 2019, 5:02 p.m.