?? splineuchoose.m
字號:
function [xh,c] = SplineUChoose(y,k)
% SplineUChoose -- Estimate Optimal Bandwidth for Spline Kernel
% Usage
% [xhat,risk] = SplineUChoose(y,k)
% Inputs
% y Noisy Data Normalized to Noise Level 1
% k Degree of Spline Penalty .
% Outputs
% xhat Estimate based on y with optimal lambda
% risk Estimate of Risk at this x
% Warning
% must run script SplineInit before running this
% See Also:
% SplineInit, SplineURisk
%
global Spline_Pnty
global Spline_Data
%
f = fft(y);
n = length(y);
Spline_Data = abs(f/sqrt(n)).^2;
Spline_Pnty = (2 .* sin(pi .* (0:(n-1)) ./ n)) .^ (2*k);
Spline_Lmda = fminbnd('SplineURisk',0.,n.^2);
xhh = f ./ (1 + Spline_Lmda.*Spline_Pnty);
xh = real(ifft(xhh));
%clf; subplot(211);
%plot(1. ./ (1 + Spline_Lmda.*Spline_Pnty));
%plot(xh);
c = SplineURisk(Spline_Lmda);
%% Part of Wavelab Version 850% Built Tue Jan 3 13:20:41 EST 2006% This is Copyrighted Material% For Copying permissions see COPYING.m% Comments? e-mail wavelab@stat.stanford.edu
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