weight_estimation {FunctionalCalibration} | R Documentation |
Weight Estimation
Description
Estimates the weights associated with the functional coefficients
\alpha_l(x)
using the using Ordinary Least Squares.
The problem can be formulated as:
A(x) = \displaystyle \sum_{l=1}^{L} y_l \alpha_l(x)
where A(x)
is the aggregated function evaluated at each point x
,
\alpha_l(x)
are the functional coefficients, and y_l
are the weights to be estimated.
Usage
weight_estimation(data, alpha)
Arguments
data |
A numeric vector representing one sample of the aggregated function |
alpha |
A numeric matrix where each column represents the values of a function |
Value
The function returns a vector with the estimated weights obtained using Ordinary Least Squares.
Examples
weight_estimation(simulated_data$data[,1], simulated_data$alphas)
[Package FunctionalCalibration version 1.0.0 Index]