bias2: Squared bias

Description Usage Arguments Value

View source: R/bias2.R

Description

Computes the squared bias of the m-th filter estimator, a given diagonal design matrix lambda and signal mu.

Usage

1
bias2(m, lambda, mu, alpha = -1, filt = c("cutoff", "landw"))

Arguments

m

Integer stopping index.

lambda

Vector of decreasing, strictly positive entries of the diagonal design matrix.

mu

Vector valued input signal.

alpha

Numeric smoothing parameter. alpha = -1 gives the strong bias. alpha = 0 gives the weak bias.

filt

Character string designating the filter to be used. filt should be one of "cutoff" or "landw".

Value

Returns the value of the squared bias at index m.


be5tan/rlystop documentation built on Nov. 22, 2019, 12:05 a.m.