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RandomCoefficients (version 0.0.2)

MU_fourier: Auxiliary function that computes the singular values of the SVD of the operator F_c in Gaillac and Gautier 2018 using the Fast Fourier transform for the integration.

Description

Auxiliary function that computes the singular values of the SVD of the operator F_c in Gaillac and Gautier 2018 using the Fast Fourier transform for the integration.

Usage

MU_fourier(psi, xseq, splin)

Arguments

psi

Prolate spheroidal wave functions

xseq

grid on which to evaluate them, output of the Legendre quadrature

splin

use interpolation by splines or not (boolean).

Value

mu

Examples

Run this code
# NOT RUN {
library(orthopolynom)
library(polynom)
library(tmvtnorm)
library(ks)
library(sfsmisc)
library(snowfall)
library(fourierin)
library(rdetools)
library(statmod)
library(RCEIM)
library(robustbase)
library(VGAM)
library(RandomCoefficients)
#### Bandwidth 1
L =15
L1 = L+1
N2 = max(L,3)
twoN = 2*N2
#### Bandwidth 1
c1 = 1
K1 = max(twoN+2,30)
K = K1
c = 1
b=1
bound=1
out <- get_psi_mu(c,N2,twoN,K, L1)
Psi <- out[[1]]
mu<- out[[2]]
xseq = seq(-bound,bound, length.out=10)
resol=2^7
psix <- PSI_mu_fourier(xseq,c,b,Psi,resol)
psi <- psix[[1]]
xseq <- psix[[2]]
xseq2 <- xseq/b
splin =FALSE
mu_ev<- MU_fourier(psi,xseq,splin)
mu <- mu_ev[[1]]
# }

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