sTime: Residual stopping time

In be5tan/rlystop: Early stopping for statistical inverse problems

Description

Computes the residual based stopping time for a given data vector Y and a given diagonal design matrix lambda.

Usage

sTime(Y, lambda, alpha, kappa, filt = "cutoff")

Arguments

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

Value

Returns the integer value of the smoothed residual based stopping time.

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