SE.glmnet_exp: Compute the standard error of the mean of the data using...

Description Usage Arguments Value

Description

Compute the standard error of the mean of the data using glmnet_exp

Usage

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SE.glmnet_exp(data, ..., d = 7, alpha.EN = 0.5, keep = 1,
  standardize = FALSE, return.coeffs = FALSE, prewhiten = FALSE)

Arguments

data

vector of data

d

degree of polynomial

keep

what portion of sample spectral density to use for model fitting

alpha

weight for Elastic Net regularizer

Value

variance of the mean of the data


chenx26/EstimatorStandardError documentation built on May 13, 2019, 3:53 p.m.