L2_deconvolution_path: L2 deconconvolution path function

In hernanmp/RRDecon:

Description

This function allows to compute the deconvolution path using L2 regularization

Usage

L2_deconvolution_path(y, lambda_grid = sort(c(0.001, 0.1, 5, seq(10, 400,
  length = 16), seq(500, 2000, length = 10), 20000)),
  d = floor((length(y)^(1/(2.01)))))

Arguments

y	: a vector containing the raw observations.
lambda_grid	: a vector containing a list of regularization parameters to compute the path. Deafault choice is sort(c(0.001,0.1,5,seq(10,400,length = 16),seq(500,2000,length = 10),20000)).
d	: number of bins, the default choice is floor( (length(y)^(1/(2.01)) ))

Value

loc : location of the centers of bins where the density is estimated

f_hat : a matrix containing the solution path of mixing densities, each row corresponds to regularization parameter.

y_hat : a matrix containing the solution path of marginal densities, each row corresponds to regularization parameter.

hernanmp/RRDecon documentation built on May 28, 2019, 8:44 a.m.