2014-02-24 02:05:36 +00:00
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# Quadratic form objective function for optimization of the parameter vector (Crowder)
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#
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# Author: Francois Pelletier
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#
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# LGPL-3.0
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###############################################################################
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#' Quadratic form objective function for optimization of the parameter vector (Crowder)
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#' @param Y Individual data sample
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#' @param param Vector of parameters of the distribution function
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#' @param meanf Mean function of the distribution
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#' @param variancef Variance function of the distribution
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#' @param skewnessf Skewness function of the distribution
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#' @param kurtosisf Kurtosis function of the distribution
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#' @param dmean Derivative in respect to the parameter vector of the mean function of the distribution
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#' @param dsd Derivative in respect to the parameter vector of the standard deviation function of the distribution
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#' @param Q Weight matrix
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#' @return The value of the quadratic form
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2014-03-06 02:57:44 +00:00
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#' @export obj.Crowder
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2014-02-24 02:05:36 +00:00
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#' @author Francois Pelletier
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obj.Crowder <- function(param,Y,meanf,variancef,skewnessf,kurtosisf,dmean,dsd,Q=diag(4))
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{
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eqn.Crowder(param,Y,meanf,variancef,skewnessf,kurtosisf,dmean,dsd) %*% Q %*%
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eqn.Crowder(param,Y,meanf,variancef,skewnessf,kurtosisf,dmean,dsd)
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}
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