scaling_function: Tabulate the scaling function by the Daubechies-Lagarias...

In qdfauction: Nonparametric Quantile Density Estimation and Structural Analysis of First-Price Auctions

Tabulate the scaling function by the Daubechies–Lagarias algorithm

Description

Evaluates \phi on the dyadic grid k/2^{L} of its support [0, N-1] (N = filter length) by the Daubechies–Lagarias product formula (Vidakovic 1999, Section 3.4), and caches the result. [phi_jk()] interpolates from this table. Translated from the MATLAB routine 'Phijk' of B. Vidakovic (Ramirez and Vidakovic 2010).

Usage

scaling_function(filter = "db3", levels = 10L, extra = 20L)

Arguments

filter	see [wavelet_filter()].
levels	dyadic resolution of the table (default 10, i.e. 1024 points per unit interval).
extra	number of additional (zero) binary digits used to converge the Daubechies–Lagarias product (default 20).

Value

a list with 'x' and 'phi'.

qdfauction documentation built on Nov. 10, 2026, 5:07 p.m.