polygram_L2_loss: Returns the true L2-loss for a weight matrix V and underlying...

In JonasMoss/polygrams: Density Estimation with Mixtures of Disjoint Bernstein Polynomials

Description

Returns the true L2-loss for a weight matrix V and underlying distribution d. Useful for theoretical investigations or simulation studies.

Usage

polygram_L2_loss(d, polygram_object, discrepancy = TRUE)

Arguments

d	The true density.
discrepancy	If true, only returns the discrepancy.
s	The vector of splits. If a natural number K, s is chosen as (1:K)/(K+1). Defaults to length(data)^(1/3)
V	Weight matrix for the Bernstein polygram.

Value

A real number, the L2-loss.

JonasMoss/polygrams documentation built on Nov. 8, 2019, 5:19 p.m.