QuadraticEstimatingEquations/R/M.Crowder.R

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2014-02-24 02:05:36 +00:00
# M Matrix (Crowder)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' M Matrix (Crowder)
#'
#' Identical to the V matrix by definition
#' @param Y Individual data sample
#' @param param Vector of parameters of the distribution function
#' @param variancef Variance function of the distribution
#' @param skewnessf Skewness function of the distribution
#' @param kurtosisf Kurtosis function of the distribution
#' @param dmean Derivative in respect to the parameter vector of the mean function of the distribution
#' @param dsd Derivative in respect to the parameter vector of the standard deviation function of the distribution
#' @return M Matrix
#'
#' @author Francois Pelletier
M.Crowder <- function(param,Y,variancef,skewnessf,kurtosisf,dmean,dsd)
{
((dmean(param) %o% dmean(param))+
((skewnessf(param)*dmean(param)-2*dsd(param)) %o%
(skewnessf(param)*dmean(param)-2*dsd(param)))/
gammaf.Crowder(param,skewnessf,kurtosisf))/
variancef(param)
}