@@ -94,11 +94,11 @@ EllDistrEst.adapt <- function(X, mu = 0, Sigma_m1 = diag(NCOL(X)),
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cat(" Estimation of the AMSE...\n " )
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for (i_a in 1 : length(grid_a )){
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a = grid_a [i_a ]
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- AMSE_estimated [i_a , ] = estimAMSE (X = X , mu = mu , Sigma_m1 = Sigma_m1 ,
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- grid = grid , h = h_firstStep_AMSE ,
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- Kernel = Kernel , a = a ,
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- mpfr = mpfr , precBits = precBits ,
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- dopb = FALSE )
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+ AMSE_estimated [i_a , ] = estim_tilde_AMSE (X = X , mu = mu , Sigma_m1 = Sigma_m1 ,
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+ grid = grid , h = h_firstStep_AMSE ,
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+ Kernel = Kernel , a = a ,
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+ mpfr = mpfr , precBits = precBits ,
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+ dopb = FALSE )
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}
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best_a = rep(NA , length(grid ))
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best_AMSE_abs = rep(NA , length(grid ))
@@ -139,14 +139,15 @@ EllDistrEst.adapt <- function(X, mu = 0, Sigma_m1 = diag(NCOL(X)),
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}
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- # ' Estimate the AMSE
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- # '
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- # ' @author Alexis Derumigny, Victor Ryan
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+ # ' Estimate the part of the AMSE of the elliptical density generator that only depends
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+ # ' on the parameter "a"
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# '
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# ' @inheritParams EllDistrEst
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# '
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# ' @returns a vector of the same size as the grid, with the corresponding value
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- # ' for the AMSE.
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+ # ' for the \eqn{\widetilde{AMSE}}.
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+ # '
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+ # ' @author Alexis Derumigny, Victor Ryan
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# '
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# ' @examples
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# ' # Comparison between the estimated and true generator of the Gaussian distribution
@@ -156,7 +157,7 @@ EllDistrEst.adapt <- function(X, mu = 0, Sigma_m1 = diag(NCOL(X)),
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# ' grid = seq(0, 5, by = 0.1)
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# ' a = 1.5
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# '
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- # ' AMSE_est = estimAMSE (X = X, grid = grid, a = a, h = 0.09)
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+ # ' AMSE_est = estim_tilde_AMSE (X = X, grid = grid, a = a, h = 0.09)
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# ' plot(grid, abs(AMSE_est), type = "l")
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# '
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# ' # Computation of true values
@@ -187,7 +188,7 @@ EllDistrEst.adapt <- function(X, mu = 0, Sigma_m1 = diag(NCOL(X)),
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# '
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# ' AMSE_est = rep(NA, length = length(vec_a))
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# ' for (i in 1:length(vec_a)){
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- # ' AMSE_est[i] = estimAMSE (X = X, grid = grid, a = vec_a[i], h = 0.09,
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+ # ' AMSE_est[i] = estim_tilde_AMSE (X = X, grid = grid, a = vec_a[i], h = 0.09,
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# ' dopb = FALSE)
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# ' }
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# '
@@ -217,11 +218,11 @@ EllDistrEst.adapt <- function(X, mu = 0, Sigma_m1 = diag(NCOL(X)),
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# ' ylim = c(yliminf, ylimsup))
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# ' lines(vec_a, abs(AMSE), col = "red")
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# '
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- # ' @export estimAMSE
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+ # ' @export estim_tilde_AMSE
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# '
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- estimAMSE <- function (X , mu = 0 , Sigma_m1 = diag(NCOL(X )),
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- grid , h , Kernel = " gaussian" , a = 1 ,
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- mpfr = FALSE , precBits = 100 , dopb = TRUE )
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+ estim_tilde_AMSE <- function (X , mu = 0 , Sigma_m1 = diag(NCOL(X )),
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+ grid , h , Kernel = " gaussian" , a = 1 ,
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+ mpfr = FALSE , precBits = 100 , dopb = TRUE )
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{
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etahat1 = compute_etahat(
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X = X , mu = mu , Sigma_m1 = Sigma_m1 ,
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