26 lines
1 KiB
R
26 lines
1 KiB
R
|
# Modified Quadratic form objective function for optimization of the parameter vector (Crowder)
|
||
|
|
#
|
||
|
|
# Author: Francois Pelletier
|
||
|
|
#
|
||
|
|
# LGPL-3.0
|
||
|
|
###############################################################################
|
||
|
|
|
||
|
|
#' Modified Quadratic form objective function for optimization of the parameter vector (Crowder)
|
||
|
|
#' @param Y Individual data sample
|
||
|
|
#' @param param Vector of parameters of the distribution function
|
||
|
|
#' @param meanf Mean function of the distribution
|
||
|
|
#' @param variancef Variance 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
|
||
|
|
#' @param Q Weight matrix
|
||
|
|
#' @return The value of the quadratic form
|
||
|
|
#'
|
||
|
|
#' @author Francois Pelletier
|
||
|
|
obj.Crowder.Mod <- function(param,Y,meanf,variancef,dmean,dsd,Q=diag(4))
|
||
|
|
{
|
||
|
|
eqn.Crowder.Mod(param,Y,meanf,variancef,dmean,dsd) %*% Q %*%
|
||
|
|
eqn.Crowder.Mod(param,Y,meanf,variancef,dmean,dsd)
|
||
|
|
}
|
||
|
|
|
||
|
|
|