variance: Variance

Description Usage Arguments Value

View source: R/variance.R

Description

Computes the variance of the m-th filter estimator, a given diagonal design matrix lambda and noise level delta.

Usage

1
variance(m, lambda, delta, alpha = -1, filt = c("cutoff", "landw"))

Arguments

m

Integer stopping index.

lambda

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

delta

Numeric noise level.

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 variancee at index m.


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