QuadraticEstimatingEquations/R/obj.Crowder.R

28 lines
1.2 KiB
R
Raw Normal View History

2014-02-24 02:05:36 +00:00
# Quadratic form objective function for optimization of the parameter vector (Crowder)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' 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 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
#' @param Q Weight matrix
#' @return The value of the quadratic form
#' @export obj.Crowder
2014-02-24 02:05:36 +00:00
#' @author Francois Pelletier
obj.Crowder <- function(param,Y,meanf,variancef,skewnessf,kurtosisf,dmean,dsd,Q=diag(4))
{
eqn.Crowder(param,Y,meanf,variancef,skewnessf,kurtosisf,dmean,dsd) %*% Q %*%
eqn.Crowder(param,Y,meanf,variancef,skewnessf,kurtosisf,dmean,dsd)
}