RandomCoefficients (version 0.0.2)

PSI_mu: Ausiliary function that evaluates the SVD of F_c on a pre-specified grid divided by the singular values to the square.

Description

Ausiliary function that evaluates the SVD of F_c on a pre-specified grid divided by the singular values to the square.

Usage

PSI_mu(x, N, c, K, L1)

Arguments

x

the pre-specified grid

N

number of singular values to compute

c

parameter indexing the singular values

K

ordre of the Legendre quadrature

L1

number of Legendre polynomials used in the computation of the coefficients of the singular functions;

Value

a list containing, in order:

- ipeven

- ipodd

Examples

# 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
c= 1
K1 = max(twoN+2,30)
K = K1
res2 <-  legendrequad(K)
t <- res2[[1]]
psi_even <- abs(PSI_mu(t,N2,c,K, L1)[[1]])

# }