library(ggplot2)
tau = c(0.1, 0.3, 0.4, 0.7, 0.85)
h = c(-1, 5, 3, 0, -1, 2)
BlocksData <- SimuBlocksInv(n = 500, sigma = 0.2, seed = 50, tau = tau ,h = h)
res <- L0TFinv.opt(y=BlocksData$y, kmax=10, q=0, first=0.01, last=1, penalty="bic")
print(res)
coef(res,k=res$kopt)
plot(res,type="yhat")
plot(res,type="bic")
tau1 = c(0.1, 0.3, 0.4, 0.7, 0.85)
h1 = c(-1, 5, 3, 0, -1, 2)
a0 = -10
WaveData <- SimuWaveInv(n = 2000, sigma = 0.1, seed = 50, tau = tau1, h = h1, a0 = a0)
res1 <- L0TFinv.fix(y=WaveData$y, k=20, q=1, first=0, last=0.99)
print(res1)
coef(res1,k=5)
plot(res1,type="yhat",k=5)
plot(res1,type="mse")
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