PSI_mu: Ausiliary function that evaluates the SVD of F_c on a...
In RandomCoefficients: Adaptive Estimation in the Linear Random Coefficients Models

Description Usage Arguments Value Examples

Ausiliary function that evaluates the SVD of F_c on a pre-specified grid divided by the singular values to the square.

1	PSI_mu(x, N, c, K, L1)

`x`	the pre-specified grid
`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;

a list containing, in order:

- ipeven

- ipodd

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
c= 1
K1 = max(twoN+2,30)
K = K1
res2 <-  legendrequad(K)
t <- res2[[1]]
psi_even <- abs(PSI_mu(t,N2,c,K, L1)[[1]])