Adaptive contraction rates over a smoothness grid.

Adaptive contraction rates over a smoothness grid.

Usage

morie_ghosal_adaptation(x, betas = NULL, d = 1)

Arguments

x

Numeric data vector (used only for sample-size n).

betas

Numeric vector of smoothness exponents (default seq(0.5, 3, length.out = 11)).

d

Integer dimension (default 1).

Value

Named list with estimate, betas, rates, best_beta, n, d, method.

Examples

morie_ghosal_adaptation(x = rnorm(50))
#> $estimate
#> [1] 0.1870122
#> 
#> $betas
#>  [1] 0.50 0.75 1.00 1.25 1.50 1.75 2.00 2.25 2.50 2.75 3.00
#> 
#> $rates
#>  [1] 0.3760603 0.3092495 0.2714418 0.2473005 0.2306143 0.2184185 0.2091279
#>  [8] 0.2018212 0.1959277 0.1910755 0.1870122
#> 
#> $best_beta
#> [1] 3
#> 
#> $n
#> [1] 50
#> 
#> $d
#> [1] 1
#> 
#> $method
#> [1] "Adaptive posterior contraction over Holder grid"
#>