block_sure_given_c_list: Calculates the sure of estimators that shrink subtensors...

In dcgerard/hose: Higher-order spectral estimators

Description

Calculates the sure of estimators that shrink subtensors using the output of get_c_list.

Usage

block_sure_given_c_list(c_obj, func, dfunc, lambda_list, tau2 = 1)

Arguments

c_obj	The output from get_c_list.
func	A list of functions to apply to each mode.
dfunc	A list of derivatives of the function in func.
lambda_list	A list of parameter values for func and dfunc.
tau2	A positive numeric. The variance. Assumed known and defaults to 1.

Value

sure_final A numeric. The SURE value.

mean_est An array of numerics. The mean estimate.

Author(s)

David Gerard.

References

Gerard, D., & Hoff, P. (2015). Adaptive Higher-order Spectral Estimators. arXiv preprint arXiv:1505.02114.

See Also

get_c_list, block_sure.

dcgerard/hose documentation built on Aug. 1, 2019, 12:11 a.m.