fEst: Filter estimator

In be5tan/rlystop: Early stopping for statistical inverse problems

Description

Computes the filter estimator with stopping index m for given data Y and diagonal design matrix lambda.

Usage

fEst(m, Y, lambda, filt = c("cutoff", "landw"))

Arguments

m	Integer stopping index.
Y	Numeric vector of observed data.
lambda	Numeric vector of decreasing, strictly positive entries of the diagonal design matrix.
filt	Character string designating the filter to be used. filt should be one of "cutoff" or "landw".

Value

Returns a numeric vector estimating the underlying signal.

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