sure_matrix_complex: SURE for spectral shrinkage functions for complex matrices.
In dcgerard/hose: Higher-order spectral estimators
Description
Usage
Arguments
Author(s)
References
Description
SURE for spectral shrinkage functions for complex matrices.
Usage
1
sure_matrix_complex(d, lambda, p, tau2 = 1)
Arguments
d
A vector of numerics. The singular values.
lambda
A numeric. The shrinkage parameter.
p
A vector of positive integers. The dimension of the data array.
tau2
A positive numeric. The variance. Assumed known and defaults to
1.
Author(s)
David Gerard
References
Candes, E., Sing-Long, C. A., & Trzasko, J. D. (2013).
Unbiased
risk estimates for singular value thresholding and spectral estimators.
Signal Processing, IEEE Transactions on, 61(19), 4643-4657.
dcgerard/hose documentation built on Aug. 1, 2019, 12:11 a.m.
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Description Usage Arguments Author(s) References
Description
SURE for spectral shrinkage functions for complex matrices.
Usage
1 | sure_matrix_complex(d, lambda, p, tau2 = 1)
|
Arguments
d |
A vector of numerics. The singular values. |
lambda |
A numeric. The shrinkage parameter. |
p |
A vector of positive integers. The dimension of the data array. |
tau2 |
A positive numeric. The variance. Assumed known and defaults to 1. |
Author(s)
David Gerard
References
Candes, E., Sing-Long, C. A., & Trzasko, J. D. (2013). Unbiased risk estimates for singular value thresholding and spectral estimators. Signal Processing, IEEE Transactions on, 61(19), 4643-4657.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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