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

Description Usage Arguments Author(s) References See Also

View source: R/mode_specific_sure.R

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

1
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.