Description Usage Arguments Value
This function create a DP RKHS smoothing mean from an existing data set with known eigenvalues and eigenvectors
1 2  | 
alpha, beta | 
 Privacy parameters, real numbers  | 
phi | 
 real number, penalty parameter  | 
ro | 
 range parameter in kernel, real number  | 
n | 
 real number, number of grid points  | 
N | 
 real number, number of observations  | 
tau | 
 range of the uniform distribution in KL expansion  | 
pow | 
 smoothing parameter, e.val.x_i=i^-pow  | 
mu | 
 real vector n*1, initial mean vector  | 
e.val.x | 
 real vector n*1, eigenvalues  | 
e.vec.x | 
 real valued matrix n*N, eigenvectors  | 
e.val.z | 
 real valued matrix n*N, eigenvectors of noise  | 
f.tilda: DP RKHS smoothing mean, n*1 real valued vector
delta: the coefficient of the noise, real number
f: RKHS smoothing mean, n*1 real valued vector
X: original data generated by the selected noise covariance operator C by KL epansion
when e.val.x_i=i^-pow and e.vec.x=e.vec.z ...
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