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 A(x), evaluated at a grid of points x.

alpha

A numeric matrix where each column represents the values of a function \alpha_l(x) evaluated at the same grid of points as data.

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]