get_u: Computation of the coefficients of the PSWF on the Legendre... In RandomCoefficients: Adaptive Estimation in the Linear Random Coefficients Models

Description

The matrix ueven has columns u^0,u^2,...,u^2N, and the matrix uodd has columns u^1,u^3,...,u^2N+1. Each column has length N+1. Below, note that i must have odd length so that ai and ci have even length and can be split into two subvectors containing alternate entries of ai and ci.

Usage

 1 get_u(c, N)

Arguments

 c parameter indexing the functions of the SVD N maximal index of the functions computed in the SVD

Value

a list containing, in order:

- ueven : the coefficients of the decomposition of the SVD on the Legendre polynomials for the even functions

- uodd : the coefficients of the decomposition of the SVD on the Legendre polynomials for the odd functions

Examples

 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 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 coefficients beta (for the computation of Psi) of the PSWF on the ### basis of Legendre polynomials. out <- get_u(c1,N2)

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