Adaptive Estimation in the Linear Random Coefficients Models


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Documentation for package ‘RandomCoefficients’ version 0.0.2

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boot_stat Auxiliary function for parallel implementation of rc_estim
get_psi_mu Auxiliary function for the computation of the eigenvalues of the SVD of F_c
get_u Computation of the coefficients of the PSWF on the Legendre polynomials basis of L^2(-1,1)
insertEO Auxiliary function that put together even and odd functions of the SVD in an only one output list.
legendrequad Auxiliary function that compute the Legendre quadrature of order K
MU Auxiliary function that computes the singular values of the SVD of the operator F_c in Gaillac and Gautier 2018.
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.
myDiag Auxiliary function to form matrices equal to x everywhere except from the upper/lower k diagonal, which values are vec
PSI_mu Ausiliary function that evaluates the SVD of F_c on a pre-specified grid divided by the singular values to the square.
PSI_mu_fourier Auxiliary funciton for the evaluation of the SVD of F_c on a pre-specified grid divided by the singular values to the square.
rc_estim Adaptive estimation of the joint density of random coefficients model in a linear random coefficient model
repmat Auxiliary function that extends the matrix X