get_psi_mu: Auxiliary function for the computation of the eigenvalues of...

In RandomCoefficients: Adaptive Estimation in the Linear Random Coefficients Models

Description

This function compute the eigenvalues of the SVD of F_c.

Usage

get_psi_mu(c1, N2, twoN, K1, L1)

Arguments

c1	parameter indexing the SVC
N2	maximal number of elements of the SVD that are computed.
twoN	number of Legendre polynomials that are loaded
K1	order of the Legendre quadrature
L1	number of Legendre polynomials used in the computation

Value

a list containing, in order:

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)
#### Number of Psis
L =15
L1 = L+1
N2 = max(L,3)
twoN = 2*N2
#### Bandwidth 1
c1 = 1
K1 = max(twoN+2,30)
K = K1
### get the beta's (for the computation of Psi)
out <- get_psi_mu(c1,N2,twoN,K1, L1)
Psi1 <- out[[1]]
mu1<- out[[2]]

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