sure_given_c: Calculates SURE given the output of 'get_c'.

In dcgerard/hose: Higher-order spectral estimators

Description

Calculates SURE assuming we already did all of the heavy lifting in calculating the HOSVD and the 'C' matrix from my write-up 'sure_pdf'. Call get_c before using this function.

Usage

sure_given_c(obj, func, dfunc, lambda, tau2 = 1)

Arguments

obj	Output from get_c.
func	A list of length length(dim(X)) of shrinkage functions.
dfunc	A list of length length(dim(X)) of corresponding derivative functions.
lambda	A list of parameter values for shrinking along each mode.
tau2	A positive numeric. The variance. Assumed known and defaults to 1.

Author(s)

David Gerard.

References

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

See Also

get_c, diverge_given_c, sure.

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