TV1.oracle.plugin: Plug-in Estimate Oracle TV(d')

View source: R/wtf1.R

TV1.oracle.pluginR Documentation

Plug-in Estimate Oracle TV(d')

Description

A plug-in estimate of the total variation of the derivative of the oracle decision rule, d*. This is calculated by plugging-in X_i for theta_i in d*”, then R's numerical integration is used to estimate TV(d*').

Usage

TV1.oracle.plugin(x, s, ...)

Arguments

x

Gaussian sequence

s

standard deviation

...

other parameters passed into stats::integrate()

Value

an estimate of oracle TV(d')

Examples

theta = rnorm(250)
TV1.oracle.plugin(theta, 1)

sdzhao/cole documentation built on May 2, 2022, 9:42 a.m.