RandomCoefficients (version 0.0.2)

get_psi_mu: Auxiliary function for the computation of the eigenvalues of the SVD of F_c

Description

This function compute the eigenvalues of the SVD of F_c.

Usage

get_psi_mu(c1, N2, twoN, K1, L1)

Arguments

c1

parameter indexing the SVC

N2

maximal number of elements of the SVD that are computed.

twoN

number of Legendre polynomials that are loaded

K1

order of the Legendre quadrature

L1

number of Legendre polynomials used in the computation

Value

a list containing, in order:

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)
#### Number of Psis
L =15
L1 = L+1
N2 = max(L,3)
twoN = 2*N2
#### Bandwidth 1
c1 = 1
K1 = max(twoN+2,30)
K = K1
### get the beta's (for the computation of Psi)
out <- get_psi_mu(c1,N2,twoN,K1, L1)
Psi1 <- out[[1]]
mu1<- out[[2]]
# }