estimate_H0: Perform an estimation of H_0

In StevenGolovkine/SmoothCurves: Nonparametric Kernel Smoothing Methods for Functional Data

Description

This function performs an estimation of H_0 used for the estimation of the bandwidth for a univariate kernel regression estimator defined over continuous domains data using the method of Golovkine et al. (2020).

Usage

estimate_H0(data, t0 = 0, k0 = 2, sigma = NULL)

Arguments

data	A list, where each element represents a curve. Each curve have to be defined as a list with two entries: $t The sampling points $x The observed points.
t0	Numeric, the sampling point at which we estimate H0. We will consider the 8k0 - 7 nearest points of t_0 for the estimation of H_0 when σ is unknown.
k0	Numeric, the number of neighbors of t_0 to consider. Should be set as k0 = M * exp(-log(log(M))^2).
sigma	Numeric, true value of sigma. Can be NULL if true value is unknown.

Value

Numeric, an estimation of H0.

References

Golovkine S., Klutchnikoff N., Patilea V. (2020) - Learning the smoothness of noisy curves with applications to online curves denoising.

See Also

Other estimate H_0: estimate_H0_deriv_list(), estimate_H0_deriv(), estimate_H0_list()

StevenGolovkine/SmoothCurves documentation built on Nov. 14, 2021, 1:12 p.m.