betaclasrisk: Classical risk of shinkage rule under beta prior.

In Alexestat/bayesShrink: Bayesian wavelet shrinkage

Description

Provides the classical risk of the wavelet shrinkage rule under beta prior.

Usage

betaclasrisk(theta, alpha, a, b, m, s)

Arguments

theta	Wavelet coefficients vector.
alpha	Weight of the point mass at zero function of the prior.
a	Shape parameter of the beta prior.
b	Shape parameter of the beta prior.
m	Upper value of the beta prior support.
s	Standard deviation of the normal random noise.

Value

Vector of classical risks of the shrinkage rule.

Examples

betaclasrisk(c(0,1,2),0.9,2,3,10,1)

Alexestat/bayesShrink documentation built on Oct. 6, 2020, 12:42 a.m.