claOracle: Classical oracle

In be5tan/rlystop: Early stopping for statistical inverse problems

Description

Computes the classical oracle index.

Usage

claOracle(lambda, mu, delta, alpha = -1, filt = "cutoff")

Arguments

lambda	Vector of decreasing, strictly positive entries of the diagonal design matrix.
mu	Vector valued input signal.
delta	Numeric noise level.
alpha	Numeric smoothing parameter. alpha = -1 gives the strong classical oracle. alpha = 0 gives the weak classical oracle.
filt	Character string designating the filter to be used. filt should be one of "cutoff" or "landw".

Value

Returns the classical oracle index as an integer.

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