boot_stat: Auxiliary function for parallel implementation of rc_estim

In RandomCoefficients: Adaptive Estimation in the Linear Random Coefficients Models

Description

Auxiliary function that compute for fixed value of t the partial Fourier transform of the density of the random coefficients. This function is used in the parallel computation of the estimator.

Usage

boot_stat(t_ind, T_seq, und_X, twoN, N2, L1, d, f_X, Y, X, N, limit, g1, M,
  n_f_X)

Arguments

t_ind	index of the parameter t
T_seq	discrete grid for the first variable of the Partial Fourier transform
und_X	bound on the suport of the regressors X
twoN	parameter useful to compute the SVD
N2	parameter useful to compute the SVD
L1	parameter useful to compute the SVD
d	dimension of X
f_X	estimated density of X
Y	outcome data
X	regressors data
N	sample size
limit	apriori on the support of the density of the random slope
g1	evaluation grid for the estimator of the density
M	number of points in g1.
n_f_X	estimated supnorm of the inverse of the density of the regressors

Value

a list containing, in order:

- output

- res0

Examples

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