sure_given_basics: Calculates the SURE for estimators that shrink the individual...

In dcgerard/hose: Higher-order spectral estimators

Description

Calculates the SURE for estimators that shrink the individual elements of the core array.

Usage

sure_given_basics(c_obj, func, dfunc, params, tau2 = 1)

Arguments

c_obj	The output from get_basics.
func	A shrinkage function.
dfunc	The derivative function of func.
params	The parameters to be fed into func and dfunc.
tau2	A positive numeric. The variance. Assumed known and defaults to 1.

Value

sure_val The sure value of the higher-order spectral estimator.

est 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_basics, sure_S.

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