boot_stat: Auxiliary function for parallel implementation of rc_estim
Description
Auxiliary function that compute for fixed value of t the partial Fourier transform of the density of the random coefficients. This function is used in the parallel computation of the estimator.
Usage
boot_stat(t_ind, T_seq, und_X, twoN, N2, L1, d, f_X, Y, X, N, limit, g1, M,
n_f_X)
Arguments
t_ind
index of the parameter t
T_seq
discrete grid for the first variable of the Partial Fourier transform
und_X
bound on the suport of the regressors X
twoN
parameter useful to compute the SVD
N2
parameter useful to compute the SVD
L1
parameter useful to compute the SVD
d
dimension of X
f_X
estimated density of X
Y
outcome data
X
regressors data
N
sample size
limit
apriori on the support of the density of the random slope
g1
evaluation grid for the estimator of the density
M
number of points in g1.
n_f_X
estimated supnorm of the inverse of the density of the regressors