perfect_D: Adaptive estimator for the dimension

In nschaefer1211/OSE: Orthogonal Series Density Estimation

Description

Given an orthonormal basis and a data sample, this function calculates a relevant dimension D, which represents the dimension we want to calculate our projection estimator in (see est_dens for more details).

Usage

perfect_D(basis, data, kappa = 2)

Arguments

basis	an object of class Basis
data	a numeric vector containing a sample of i.i.d. real random variables with common density
kappa	a numeric constant which does not depend on the data. A value greater than 1 a suitable, the default is 2

Value

a numeric value, the dimension of a suitable subspace

Examples

## Not run: 
trig_bas <- Trig_Basis$new(1000)
data <- rnorm(100, 0.5, 0.088)
perfect_D(trig_bas, data)

## End(Not run)

nschaefer1211/OSE documentation built on Dec. 31, 2020, 12:59 a.m.