estimate_int_risk: Perform an estimation of the risk on one curve along the...

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

Description

This function performs the estimation of the risk on one curve along the sampling points. Both the real and estimated curve have to be sampled on the same grid.

Usage

estimate_int_risk(curves, curves_estim)

Arguments

curves	A list, where each element represents a real curve. Each curve have to be defined as a list with two entries: $t The sampling points $x The observed points.
curves_estim	A list, where each element represents an estimated curve. Each curve have to be defined as a list with two entries: $t The sampling points $x The estimated points.

Details

Actually, one risk is computed. They are defined as:

IntRSE = \int(X_n(t) - \hat{X}_n(t))^2dt

Value

Numeric, the integrated mean squared error

Examples

## Not run: 
 X <- generate_fractional_brownian(N = 1000, M = 300, H = 0.5, sigma = 0.05)
 X_smoothed <- smooth_curves(X)$smooth
 estimate_int_risk(X[[1]], X_smoothed[[1]])

## End(Not run)

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