ajout des fonction Crowder
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.project
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.project
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<?xml version="1.0" encoding="UTF-8"?>
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<projectDescription>
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<name>QuadraticEstimatingEquations</name>
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<comment></comment>
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<projects>
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</projects>
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<buildSpec>
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<buildCommand>
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<name>de.walware.statet.r.builders.RSupport</name>
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<arguments>
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</arguments>
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</buildCommand>
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</buildSpec>
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<natures>
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<nature>de.walware.statet.base.StatetNature</nature>
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<nature>de.walware.statet.r.RNature</nature>
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<nature>de.walware.statet.r.RPkgNature</nature>
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</natures>
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</projectDescription>
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.settings/de.walware.r.core.prefs
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.settings/de.walware.r.core.prefs
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RProjectBuild/Package.name=QuadraticEstimatingEquations
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eclipse.preferences.version=1
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11
DESCRIPTION
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DESCRIPTION
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Package: QuadraticEstimatingEquations
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Title: Quadratic Estimating Equations
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Version: 0.1
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Date: 2014-02-11
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Author: Francois Pelletier
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Maintainer: Francois Pelletier <francois@francoispelletier.org>
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Description: This is a package gathering different functions to work with
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quadratic estimating equations used in Crowder (1987).
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Depends:
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moments
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License: LGPL-3
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0
NAMESPACE
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0
NAMESPACE
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26
R/M.Crowder.Mod.R
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R/M.Crowder.Mod.R
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# M Matrix (Modified 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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#' M Matrix (Modified Crowder)
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#'
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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 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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#' @return M Matrix
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#'
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#' @author Francois Pelletier
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M.Crowder.Mod <- function(param,Y,variancef,skewnessf,kurtosisf,dmean,dsd)
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{
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-(a.Crowder.Mod(param,Y,variancef,dmean,dsd) %o% dmean(param) +
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2*sqrt(variancef(param)) *
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b.Crowder.Mod(param,Y,variancef,dmean,dsd) %*% t(dsd(param)))
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}
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29
R/M.Crowder.R
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R/M.Crowder.R
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# M Matrix (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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#' M Matrix (Crowder)
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#'
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#' Identical to the V matrix by definition
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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 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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#' @return M Matrix
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#'
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#' @author Francois Pelletier
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M.Crowder <- function(param,Y,variancef,skewnessf,kurtosisf,dmean,dsd)
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{
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((dmean(param) %o% dmean(param))+
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((skewnessf(param)*dmean(param)-2*dsd(param)) %o%
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(skewnessf(param)*dmean(param)-2*dsd(param)))/
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gammaf.Crowder(param,skewnessf,kurtosisf))/
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variancef(param)
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}
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22
R/M.gauss.R
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R/M.gauss.R
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# M Matrix (gaussian)
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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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#' M Matrix (gaussian)
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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 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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#' @return M Matrix
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#'
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#' @author Francois Pelletier
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M.gauss <- function(param,Y,meanf,variancef,dmean,dsd)
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{
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-(a.gauss(param,variancef,dmean,dsd) %o% dmean(param) +
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2*sqrt(variancef(param)) * b.gauss(param,variancef,dmean,dsd) %*% t(dsd(param)))
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}
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R/V.Crowder.Mod.R
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R/V.Crowder.Mod.R
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# V Matrix (Modified 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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#' V Matrix (Modified 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 variancef Variance 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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#' @return V Matrix
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#'
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#' @author Francois Pelletier
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V.Crowder.Mod <- function(param,Y,variancef,dmean,dsd)
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{
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(variancef(param)*(a.Crowder.Mod(param,Y,variancef,dmean,dsd) %o%
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a.Crowder.Mod(param,Y,variancef,dmean,dsd) +
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sqrt(variancef(param)) * skewness(Y) *
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(a.Crowder.Mod(param,Y,variancef,dmean,dsd) %o%
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b.Crowder.Mod(param,Y,variancef,dmean,dsd) +
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b.Crowder.Mod(param,Y,variancef,dmean,dsd) %o%
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a.Crowder.Mod(param,Y,variancef,dmean,dsd)) +
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variancef(param) * (kurtosis(Y)-3+2) *
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b.Crowder.Mod(param,Y,variancef,dmean,dsd) %*%
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t(b.Crowder.Mod(param,Y,variancef,dmean,dsd))))
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}
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27
R/V.Crowder.R
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R/V.Crowder.R
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# V Matrix (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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#' V Matrix (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 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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#' @return V Matrix
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#'
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#' @author Francois Pelletier
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V.Crowder <- function(param,Y,variancef,skewnessf,kurtosisf,dmean,dsd)
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{
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((dmean(param) %o% dmean(param))+
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((skewnessf(param)*dmean(param)-2*dsd(param)) %o%
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(skewnessf(param)*dmean(param)-2*dsd(param)))/
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gammaf.Crowder(param,skewnessf,kurtosisf))/
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variancef(param)
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}
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R/V.gauss.R
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R/V.gauss.R
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# V Matrix (gaussian)
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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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#' V Matrix (gaussian)
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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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#' @return V Matrix
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#'
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#' @author Francois Pelletier
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V.gauss <- function(param,Y,meanf,variancef,skewnessf,kurtosisf,dmean,dsd)
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{
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(variancef(param)*(a.gauss(param,variancef,dmean,dsd) %o%
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a.gauss(param,variancef,dmean,dsd) +
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sqrt(variancef(param)) * skewnessf(param) *
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(a.gauss(param,variancef,dmean,dsd) %o%
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b.gauss(param,variancef,dmean,dsd) +
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b.gauss(param,variancef,dmean,dsd) %o%
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a.gauss(param,variancef,dmean,dsd)) +
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variancef(param)*(kurtosis(param)+2) *
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b.gauss(param,variancef,dmean,dsd) %*%
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t(b.gauss(param,variancef,dmean,dsd))))
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}
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R/a.Crowder.Mod.R
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R/a.Crowder.Mod.R
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# First weighting vector of the modified quadratic estimating equation (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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#' First weighting vector of the modified quadratic estimating equation (Crowder)
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#'
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#' @param param Vector of parameters of the distribution function
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#' @param Y Individual data sample
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#' @param variancef Variance 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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#' @return First weighting vector
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#'
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#' @author Francois Pelletier
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a.Crowder.Mod <- function(param,Y,variancef,dmean,dsd)
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{
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(-(moments::kurtosis(Y)-1)*dmean(param)+
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2*moments::skewness(Y)*dsd(param))/
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(variancef(param)*gammaf.Crowder.Mod(Y))
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}
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R/a.Crowder.R
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R/a.Crowder.R
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# First weighting vector of the quadratic estimating equation (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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#' First weighting vector of the quadratic estimating equation (Crowder)
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#'
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#' @param param Vector of parameters of the distribution function
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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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#' @return First weighting vector
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#'
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#' @author Francois Pelletier
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a.Crowder <- function(param,variancef,skewnessf,kurtosisf,dmean,dsd)
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{
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(-(kurtosisf(param)+2)*dmean(param)+
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2*skewnessf(param)*dsd(param))/
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(variancef(param)*gammaf.Crowder(param,skewnessf,kurtosisf))
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}
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R/a.gauss.R
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# First weighting vector of the quadratic estimating equation (gaussian)
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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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#' First weighting vector of the quadratic estimating equation (gaussian)
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#' @param param Vector of parameters of the distribution function
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#' @param variancef Variance 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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#' @return First weighting vector
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#'
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#' @author Francois Pelletier
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a.gauss <- function(param,variancef,dmean)
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{
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dmean(param)/variancef(param)
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}
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R/b.Crowder.Mod.R
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R/b.Crowder.Mod.R
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# Second weighting vector of the modified quadratic estimating equation (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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#' Second weighting vector of the modified quadratic estimating equation (Crowder)
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#'
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#' @param param Vector of parameters of the distribution function
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#' @param Y Individual data sample
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#' @param variancef Variance 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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#' @return First weighting vector
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#'
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#' @author Francois Pelletier
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a.Crowder.Mod <- function(param,Y,variancef,dmean,dsd)
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{
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(moments::skewness(Y)*dmean(param)-2*dsd(param)) /
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(variancef(param)^(3/2)*gammaf.Crowder.Mod(Y))
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}
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R/b.Crowder.R
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R/b.Crowder.R
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# Second weighting vector of the quadratic estimating equation (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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#' Second weighting vector of the quadratic estimating equation (Crowder)
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#'
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#' @param param Vector of parameters of the distribution function
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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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#' @return First weighting vector
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#'
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#' @author Francois Pelletier
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b.Crowder <- function(param,variancef,skewnessf,kurtosisf,dmean,dsd)
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{
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(skewnessf(param)*dmean(param)-
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2*dsd(param))/
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(variancef(param)^(3/2)*gamma.Crowder(param,skewnessf,kurtosisf))
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}
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R/b.gauss.R
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R/b.gauss.R
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# Second weighting vector of the quadratic estimating equation (gaussian)
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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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#' Second weighting vector of the quadratic estimating equation (gaussian)
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#' @param param Vector of parameters of the distribution function
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#' @param variancef Variance 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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#' @return Second weighting vector
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#'
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#' @author Francois Pelletier
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b.gauss <- function(param,variancef,dsd)
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{
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dsd(param)/variancef(param)
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}
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R/eqn.Crowder.Mod.R
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R/eqn.Crowder.Mod.R
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# Modified Quadratic estimating equation (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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#' Modified Quadratic estimating equation (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 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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#' @return The vector value of the estimating equation
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#'
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#' @author Francois Pelletier
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eqn.Crowder.Mod <- function(param,Y,meanf,variancef,dmean,dsd)
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{
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a.Crowder.Mod(param,variancef,dmean,dsd) * sum(Y-meanf(param)) +
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b.Crowder.Mod(param,variancef,dmean,dsd) * sum((Y-meanf(param))^2-variancef(param))
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}
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R/eqn.Crowder.R
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R/eqn.Crowder.R
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# Quadratic estimating equation (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 estimating equation (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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#' @return The vector value of the estimating equation
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#'
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#' @author Francois Pelletier
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eqn.Crowder <- function(param,Y,meanf,variancef,skewnessf,kurtosisf,dmean,dsd)
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{
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a.Crowder(param,variancef,skewnessf,kurtosisf,dmean,dsd) * sum(Y-meanf(param)) +
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b.Crowder(param,variancef,skewnessf,kurtosisf,dmean,dsd) * sum((Y-meanf(param))^2-variancef(param))
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}
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23
R/eqn.gauss.R
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23
R/eqn.gauss.R
Normal file
|
@ -0,0 +1,23 @@
|
|||
# Quadratic estimating equation (gaussian)
|
||||
#
|
||||
# Author: Francois Pelletier
|
||||
#
|
||||
# LGPL-3.0
|
||||
###############################################################################
|
||||
|
||||
|
||||
#' Quadratic estimating equation (gaussian)
|
||||
#' @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
|
||||
#' @return The vector value of the estimating equation
|
||||
#'
|
||||
#' @author Francois Pelletier
|
||||
eqn.gauss <- function(param,Y,meanf,variancef,dmean,dsd)
|
||||
{
|
||||
a.gauss(param,variancef,dmean,dsd) * sum(Y-meanf(param)) +
|
||||
b.gauss(param,variancef,dmean,dsd) * sum((Y-meanf(param))^2-variancef(param))
|
||||
}
|
17
R/gammaf.Crowder.Mod.R
Normal file
17
R/gammaf.Crowder.Mod.R
Normal file
|
@ -0,0 +1,17 @@
|
|||
# Gamma function used in Modified Crowder Estimating Equations
|
||||
#
|
||||
# Author: Francois Pelletier
|
||||
#
|
||||
# LGPL-3.0
|
||||
###############################################################################
|
||||
|
||||
|
||||
#' Gamma function used in Modified Crowder Estimating Equations
|
||||
#' @param Y Individual data sample
|
||||
#' @return Gamma function value
|
||||
#'
|
||||
#' @author Francois Pelletier
|
||||
gammaf.Crowder.Mod <- function(Y)
|
||||
{
|
||||
moments::kurtosis(Y)-1-moments::skewness(Y)^2
|
||||
}
|
19
R/gammaf.Crowder.R
Normal file
19
R/gammaf.Crowder.R
Normal file
|
@ -0,0 +1,19 @@
|
|||
# Gamma function used in Crowder Estimating Equations
|
||||
#
|
||||
# Author: Francois Pelletier
|
||||
#
|
||||
# LGPL-3.0
|
||||
###############################################################################
|
||||
|
||||
|
||||
#' Gamma function used in Crowder Estimating Equations
|
||||
#' @param param Vector of parameters of the distribution function
|
||||
#' @param skewnessf Skewness function of the distribution
|
||||
#' @param kurtosisf Kurtosis function of the distribution
|
||||
#' @return Gamma function value
|
||||
#'
|
||||
#' @author Francois Pelletier
|
||||
gammaf.Crowder <- function(param,skewnessf,kurtosisf)
|
||||
{
|
||||
kurtosisf(param)+2-skewnessf(param)^2
|
||||
}
|
25
R/obj.Crowder.Mod.R
Normal file
25
R/obj.Crowder.Mod.R
Normal file
|
@ -0,0 +1,25 @@
|
|||
# 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)
|
||||
}
|
||||
|
||||
|
27
R/obj.Crowder.R
Normal file
27
R/obj.Crowder.R
Normal file
|
@ -0,0 +1,27 @@
|
|||
# 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
|
||||
#'
|
||||
#' @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)
|
||||
}
|
||||
|
||||
|
25
R/obj.gauss.R
Normal file
25
R/obj.gauss.R
Normal file
|
@ -0,0 +1,25 @@
|
|||
# Quadratic form objective function for optimization of the parameter vector (gaussian)
|
||||
#
|
||||
# Author: Francois Pelletier
|
||||
#
|
||||
# LGPL-3.0
|
||||
###############################################################################
|
||||
|
||||
#' Quadratic form objective function for optimization of the parameter vector (gaussian)
|
||||
#' @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.gauss <- function(param,Y,meanf,variancef,dmean,dsd,Q=diag(4))
|
||||
{
|
||||
eqn.gauss(param,Y,meanf,variancef,dmean,dsd) %*% Q %*%
|
||||
eqn.gauss(param,Y,meanf,variancef,dmean,dsd)
|
||||
}
|
||||
|
||||
|
34
man/M.Crowder.Mod.Rd
Normal file
34
man/M.Crowder.Mod.Rd
Normal file
|
@ -0,0 +1,34 @@
|
|||
\name{M.Crowder.Mod}
|
||||
\alias{M.Crowder.Mod}
|
||||
\title{M Matrix (Modified Crowder)}
|
||||
\usage{
|
||||
M.Crowder.Mod(param, Y, variancef, skewnessf, kurtosisf, dmean, dsd)
|
||||
}
|
||||
\arguments{
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{skewnessf}{Skewness function of the distribution}
|
||||
|
||||
\item{kurtosisf}{Kurtosis function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
}
|
||||
\value{
|
||||
M Matrix
|
||||
}
|
||||
\description{
|
||||
M Matrix (Modified Crowder)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
34
man/M.Crowder.Rd
Normal file
34
man/M.Crowder.Rd
Normal file
|
@ -0,0 +1,34 @@
|
|||
\name{M.Crowder}
|
||||
\alias{M.Crowder}
|
||||
\title{M Matrix (Crowder)}
|
||||
\usage{
|
||||
M.Crowder(param, Y, variancef, skewnessf, kurtosisf, dmean, dsd)
|
||||
}
|
||||
\arguments{
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{skewnessf}{Skewness function of the distribution}
|
||||
|
||||
\item{kurtosisf}{Kurtosis function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
}
|
||||
\value{
|
||||
M Matrix
|
||||
}
|
||||
\description{
|
||||
Identical to the V matrix by definition
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
32
man/M.gauss.Rd
Normal file
32
man/M.gauss.Rd
Normal file
|
@ -0,0 +1,32 @@
|
|||
\name{M.gauss}
|
||||
\alias{M.gauss}
|
||||
\title{M Matrix (gaussian)}
|
||||
\usage{
|
||||
M.gauss(param, Y, meanf, variancef, dmean, dsd)
|
||||
}
|
||||
\arguments{
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{meanf}{Mean function of the distribution}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
}
|
||||
\value{
|
||||
M Matrix
|
||||
}
|
||||
\description{
|
||||
M Matrix (gaussian)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
30
man/V.Crowder.Mod.Rd
Normal file
30
man/V.Crowder.Mod.Rd
Normal file
|
@ -0,0 +1,30 @@
|
|||
\name{V.Crowder.Mod}
|
||||
\alias{V.Crowder.Mod}
|
||||
\title{V Matrix (Modified Crowder)}
|
||||
\usage{
|
||||
V.Crowder.Mod(param, Y, variancef, dmean, dsd)
|
||||
}
|
||||
\arguments{
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
}
|
||||
\value{
|
||||
V Matrix
|
||||
}
|
||||
\description{
|
||||
V Matrix (Modified Crowder)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
34
man/V.Crowder.Rd
Normal file
34
man/V.Crowder.Rd
Normal file
|
@ -0,0 +1,34 @@
|
|||
\name{V.Crowder}
|
||||
\alias{V.Crowder}
|
||||
\title{V Matrix (Crowder)}
|
||||
\usage{
|
||||
V.Crowder(param, Y, variancef, skewnessf, kurtosisf, dmean, dsd)
|
||||
}
|
||||
\arguments{
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{skewnessf}{Skewness function of the distribution}
|
||||
|
||||
\item{kurtosisf}{Kurtosis function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
}
|
||||
\value{
|
||||
V Matrix
|
||||
}
|
||||
\description{
|
||||
V Matrix (Crowder)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
36
man/V.gauss.Rd
Normal file
36
man/V.gauss.Rd
Normal file
|
@ -0,0 +1,36 @@
|
|||
\name{V.gauss}
|
||||
\alias{V.gauss}
|
||||
\title{V Matrix (gaussian)}
|
||||
\usage{
|
||||
V.gauss(param, Y, meanf, variancef, skewnessf, kurtosisf, dmean, dsd)
|
||||
}
|
||||
\arguments{
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{meanf}{Mean function of the distribution}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{skewnessf}{Skewness function of the distribution}
|
||||
|
||||
\item{kurtosisf}{Kurtosis function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
}
|
||||
\value{
|
||||
V Matrix
|
||||
}
|
||||
\description{
|
||||
V Matrix (gaussian)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
53
man/a.Crowder.Mod.Rd
Normal file
53
man/a.Crowder.Mod.Rd
Normal file
|
@ -0,0 +1,53 @@
|
|||
\name{a.Crowder.Mod}
|
||||
\alias{a.Crowder.Mod}
|
||||
\title{First weighting vector of the modified quadratic estimating equation (Crowder)}
|
||||
\usage{
|
||||
a.Crowder.Mod(param, Y, variancef, dmean, dsd)
|
||||
|
||||
a.Crowder.Mod(param, Y, variancef, dmean, dsd)
|
||||
}
|
||||
\arguments{
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
}
|
||||
\value{
|
||||
First weighting vector
|
||||
|
||||
First weighting vector
|
||||
}
|
||||
\description{
|
||||
First weighting vector of the modified quadratic estimating
|
||||
equation (Crowder)
|
||||
|
||||
Second weighting vector of the modified quadratic
|
||||
estimating equation (Crowder)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
|
||||
Francois Pelletier
|
||||
}
|
||||
|
33
man/a.Crowder.Rd
Normal file
33
man/a.Crowder.Rd
Normal file
|
@ -0,0 +1,33 @@
|
|||
\name{a.Crowder}
|
||||
\alias{a.Crowder}
|
||||
\title{First weighting vector of the quadratic estimating equation (Crowder)}
|
||||
\usage{
|
||||
a.Crowder(param, variancef, skewnessf, kurtosisf, dmean, dsd)
|
||||
}
|
||||
\arguments{
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{skewnessf}{Skewness function of the distribution}
|
||||
|
||||
\item{kurtosisf}{Kurtosis function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
}
|
||||
\value{
|
||||
First weighting vector
|
||||
}
|
||||
\description{
|
||||
First weighting vector of the quadratic estimating equation
|
||||
(Crowder)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
26
man/a.gauss.Rd
Normal file
26
man/a.gauss.Rd
Normal file
|
@ -0,0 +1,26 @@
|
|||
\name{a.gauss}
|
||||
\alias{a.gauss}
|
||||
\title{First weighting vector of the quadratic estimating equation (gaussian)}
|
||||
\usage{
|
||||
a.gauss(param, variancef, dmean)
|
||||
}
|
||||
\arguments{
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
}
|
||||
\value{
|
||||
First weighting vector
|
||||
}
|
||||
\description{
|
||||
First weighting vector of the quadratic estimating equation
|
||||
(gaussian)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
33
man/b.Crowder.Rd
Normal file
33
man/b.Crowder.Rd
Normal file
|
@ -0,0 +1,33 @@
|
|||
\name{b.Crowder}
|
||||
\alias{b.Crowder}
|
||||
\title{Second weighting vector of the quadratic estimating equation (Crowder)}
|
||||
\usage{
|
||||
b.Crowder(param, variancef, skewnessf, kurtosisf, dmean, dsd)
|
||||
}
|
||||
\arguments{
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{skewnessf}{Skewness function of the distribution}
|
||||
|
||||
\item{kurtosisf}{Kurtosis function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
}
|
||||
\value{
|
||||
First weighting vector
|
||||
}
|
||||
\description{
|
||||
Second weighting vector of the quadratic estimating
|
||||
equation (Crowder)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
26
man/b.gauss.Rd
Normal file
26
man/b.gauss.Rd
Normal file
|
@ -0,0 +1,26 @@
|
|||
\name{b.gauss}
|
||||
\alias{b.gauss}
|
||||
\title{Second weighting vector of the quadratic estimating equation (gaussian)}
|
||||
\usage{
|
||||
b.gauss(param, variancef, dsd)
|
||||
}
|
||||
\arguments{
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
}
|
||||
\value{
|
||||
Second weighting vector
|
||||
}
|
||||
\description{
|
||||
Second weighting vector of the quadratic estimating
|
||||
equation (gaussian)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
32
man/eqn.Crowder.Mod.Rd
Normal file
32
man/eqn.Crowder.Mod.Rd
Normal file
|
@ -0,0 +1,32 @@
|
|||
\name{eqn.Crowder.Mod}
|
||||
\alias{eqn.Crowder.Mod}
|
||||
\title{Modified Quadratic estimating equation (Crowder)}
|
||||
\usage{
|
||||
eqn.Crowder.Mod(param, Y, meanf, variancef, dmean, dsd)
|
||||
}
|
||||
\arguments{
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{meanf}{Mean function of the distribution}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
}
|
||||
\value{
|
||||
The vector value of the estimating equation
|
||||
}
|
||||
\description{
|
||||
Modified Quadratic estimating equation (Crowder)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
36
man/eqn.Crowder.Rd
Normal file
36
man/eqn.Crowder.Rd
Normal file
|
@ -0,0 +1,36 @@
|
|||
\name{eqn.Crowder}
|
||||
\alias{eqn.Crowder}
|
||||
\title{Quadratic estimating equation (Crowder)}
|
||||
\usage{
|
||||
eqn.Crowder(param, Y, meanf, variancef, skewnessf, kurtosisf, dmean, dsd)
|
||||
}
|
||||
\arguments{
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{meanf}{Mean function of the distribution}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{skewnessf}{Skewness function of the distribution}
|
||||
|
||||
\item{kurtosisf}{Kurtosis function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
}
|
||||
\value{
|
||||
The vector value of the estimating equation
|
||||
}
|
||||
\description{
|
||||
Quadratic estimating equation (Crowder)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
32
man/eqn.gauss.Rd
Normal file
32
man/eqn.gauss.Rd
Normal file
|
@ -0,0 +1,32 @@
|
|||
\name{eqn.gauss}
|
||||
\alias{eqn.gauss}
|
||||
\title{Quadratic estimating equation (gaussian)}
|
||||
\usage{
|
||||
eqn.gauss(param, Y, meanf, variancef, dmean, dsd)
|
||||
}
|
||||
\arguments{
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{meanf}{Mean function of the distribution}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
}
|
||||
\value{
|
||||
The vector value of the estimating equation
|
||||
}
|
||||
\description{
|
||||
Quadratic estimating equation (gaussian)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
20
man/gammaf.Crowder.Mod.Rd
Normal file
20
man/gammaf.Crowder.Mod.Rd
Normal file
|
@ -0,0 +1,20 @@
|
|||
\name{gammaf.Crowder.Mod}
|
||||
\alias{gammaf.Crowder.Mod}
|
||||
\title{Gamma function used in Modified Crowder Estimating Equations}
|
||||
\usage{
|
||||
gammaf.Crowder.Mod(Y)
|
||||
}
|
||||
\arguments{
|
||||
\item{Y}{Individual data sample}
|
||||
}
|
||||
\value{
|
||||
Gamma function value
|
||||
}
|
||||
\description{
|
||||
Gamma function used in Modified Crowder Estimating
|
||||
Equations
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
24
man/gammaf.Crowder.Rd
Normal file
24
man/gammaf.Crowder.Rd
Normal file
|
@ -0,0 +1,24 @@
|
|||
\name{gammaf.Crowder}
|
||||
\alias{gammaf.Crowder}
|
||||
\title{Gamma function used in Crowder Estimating Equations}
|
||||
\usage{
|
||||
gammaf.Crowder(param, skewnessf, kurtosisf)
|
||||
}
|
||||
\arguments{
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{skewnessf}{Skewness function of the distribution}
|
||||
|
||||
\item{kurtosisf}{Kurtosis function of the distribution}
|
||||
}
|
||||
\value{
|
||||
Gamma function value
|
||||
}
|
||||
\description{
|
||||
Gamma function used in Crowder Estimating Equations
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
35
man/obj.Crowder.Mod.Rd
Normal file
35
man/obj.Crowder.Mod.Rd
Normal file
|
@ -0,0 +1,35 @@
|
|||
\name{obj.Crowder.Mod}
|
||||
\alias{obj.Crowder.Mod}
|
||||
\title{Modified Quadratic form objective function for optimization of the parameter vector (Crowder)}
|
||||
\usage{
|
||||
obj.Crowder.Mod(param, Y, meanf, variancef, dmean, dsd, Q = diag(4))
|
||||
}
|
||||
\arguments{
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{meanf}{Mean function of the distribution}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
|
||||
\item{Q}{Weight matrix}
|
||||
}
|
||||
\value{
|
||||
The value of the quadratic form
|
||||
}
|
||||
\description{
|
||||
Modified Quadratic form objective function for optimization
|
||||
of the parameter vector (Crowder)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
40
man/obj.Crowder.Rd
Normal file
40
man/obj.Crowder.Rd
Normal file
|
@ -0,0 +1,40 @@
|
|||
\name{obj.Crowder}
|
||||
\alias{obj.Crowder}
|
||||
\title{Quadratic form objective function for optimization of the parameter vector (Crowder)}
|
||||
\usage{
|
||||
obj.Crowder(param, Y, meanf, variancef, skewnessf, kurtosisf, dmean, dsd,
|
||||
Q = diag(4))
|
||||
}
|
||||
\arguments{
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{meanf}{Mean function of the distribution}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{skewnessf}{Skewness function of the distribution}
|
||||
|
||||
\item{kurtosisf}{Kurtosis function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
|
||||
\item{Q}{Weight matrix}
|
||||
}
|
||||
\value{
|
||||
The value of the quadratic form
|
||||
}
|
||||
\description{
|
||||
Quadratic form objective function for optimization of the
|
||||
parameter vector (Crowder)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
35
man/obj.gauss.Rd
Normal file
35
man/obj.gauss.Rd
Normal file
|
@ -0,0 +1,35 @@
|
|||
\name{obj.gauss}
|
||||
\alias{obj.gauss}
|
||||
\title{Quadratic form objective function for optimization of the parameter vector (gaussian)}
|
||||
\usage{
|
||||
obj.gauss(param, Y, meanf, variancef, dmean, dsd, Q = diag(4))
|
||||
}
|
||||
\arguments{
|
||||
\item{Y}{Individual data sample}
|
||||
|
||||
\item{param}{Vector of parameters of the distribution
|
||||
function}
|
||||
|
||||
\item{meanf}{Mean function of the distribution}
|
||||
|
||||
\item{variancef}{Variance function of the distribution}
|
||||
|
||||
\item{dmean}{Derivative in respect to the parameter
|
||||
vector of the mean function of the distribution}
|
||||
|
||||
\item{dsd}{Derivative in respect to the parameter vector
|
||||
of the standard deviation function of the distribution}
|
||||
|
||||
\item{Q}{Weight matrix}
|
||||
}
|
||||
\value{
|
||||
The value of the quadratic form
|
||||
}
|
||||
\description{
|
||||
Quadratic form objective function for optimization of the
|
||||
parameter vector (gaussian)
|
||||
}
|
||||
\author{
|
||||
Francois Pelletier
|
||||
}
|
||||
|
Loading…
Add table
Reference in a new issue