ajout des fonction Crowder

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François Pelletier 2014-02-23 21:05:36 -05:00
parent a9dcbb0cb7
commit 1651ea0780
43 changed files with 1139 additions and 0 deletions

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.project Normal file
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<?xml version="1.0" encoding="UTF-8"?>
<projectDescription>
<name>QuadraticEstimatingEquations</name>
<comment></comment>
<projects>
</projects>
<buildSpec>
<buildCommand>
<name>de.walware.statet.r.builders.RSupport</name>
<arguments>
</arguments>
</buildCommand>
</buildSpec>
<natures>
<nature>de.walware.statet.base.StatetNature</nature>
<nature>de.walware.statet.r.RNature</nature>
<nature>de.walware.statet.r.RPkgNature</nature>
</natures>
</projectDescription>

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RProjectBuild/Package.name=QuadraticEstimatingEquations
eclipse.preferences.version=1

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DESCRIPTION Normal file
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Package: QuadraticEstimatingEquations
Title: Quadratic Estimating Equations
Version: 0.1
Date: 2014-02-11
Author: Francois Pelletier
Maintainer: Francois Pelletier <francois@francoispelletier.org>
Description: This is a package gathering different functions to work with
quadratic estimating equations used in Crowder (1987).
Depends:
moments
License: LGPL-3

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NAMESPACE Normal file
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R/M.Crowder.Mod.R Normal file
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# M Matrix (Modified Crowder)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' M Matrix (Modified Crowder)
#'
#' @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.Mod <- function(param,Y,variancef,skewnessf,kurtosisf,dmean,dsd)
{
-(a.Crowder.Mod(param,Y,variancef,dmean,dsd) %o% dmean(param) +
2*sqrt(variancef(param)) *
b.Crowder.Mod(param,Y,variancef,dmean,dsd) %*% t(dsd(param)))
}

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# 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)
}

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# M Matrix (gaussian)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' M Matrix (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 M Matrix
#'
#' @author Francois Pelletier
M.gauss <- function(param,Y,meanf,variancef,dmean,dsd)
{
-(a.gauss(param,variancef,dmean,dsd) %o% dmean(param) +
2*sqrt(variancef(param)) * b.gauss(param,variancef,dmean,dsd) %*% t(dsd(param)))
}

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# V Matrix (Modified Crowder)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' V Matrix (Modified Crowder)
#' @param Y Individual data sample
#' @param param Vector of parameters of the distribution function
#' @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 V Matrix
#'
#' @author Francois Pelletier
V.Crowder.Mod <- function(param,Y,variancef,dmean,dsd)
{
(variancef(param)*(a.Crowder.Mod(param,Y,variancef,dmean,dsd) %o%
a.Crowder.Mod(param,Y,variancef,dmean,dsd) +
sqrt(variancef(param)) * skewness(Y) *
(a.Crowder.Mod(param,Y,variancef,dmean,dsd) %o%
b.Crowder.Mod(param,Y,variancef,dmean,dsd) +
b.Crowder.Mod(param,Y,variancef,dmean,dsd) %o%
a.Crowder.Mod(param,Y,variancef,dmean,dsd)) +
variancef(param) * (kurtosis(Y)-3+2) *
b.Crowder.Mod(param,Y,variancef,dmean,dsd) %*%
t(b.Crowder.Mod(param,Y,variancef,dmean,dsd))))
}

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# V Matrix (Crowder)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' V Matrix (Crowder)
#' @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 V Matrix
#'
#' @author Francois Pelletier
V.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)
}

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# V Matrix (gaussian)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' V Matrix (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 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 V Matrix
#'
#' @author Francois Pelletier
V.gauss <- function(param,Y,meanf,variancef,skewnessf,kurtosisf,dmean,dsd)
{
(variancef(param)*(a.gauss(param,variancef,dmean,dsd) %o%
a.gauss(param,variancef,dmean,dsd) +
sqrt(variancef(param)) * skewnessf(param) *
(a.gauss(param,variancef,dmean,dsd) %o%
b.gauss(param,variancef,dmean,dsd) +
b.gauss(param,variancef,dmean,dsd) %o%
a.gauss(param,variancef,dmean,dsd)) +
variancef(param)*(kurtosis(param)+2) *
b.gauss(param,variancef,dmean,dsd) %*%
t(b.gauss(param,variancef,dmean,dsd))))
}

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# First weighting vector of the modified quadratic estimating equation (Crowder)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' First weighting vector of the modified quadratic estimating equation (Crowder)
#'
#' @param param Vector of parameters of the distribution function
#' @param Y Individual data sample
#' @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 First weighting vector
#'
#' @author Francois Pelletier
a.Crowder.Mod <- function(param,Y,variancef,dmean,dsd)
{
(-(moments::kurtosis(Y)-1)*dmean(param)+
2*moments::skewness(Y)*dsd(param))/
(variancef(param)*gammaf.Crowder.Mod(Y))
}

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# First weighting vector of the quadratic estimating equation (Crowder)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' First weighting vector of the quadratic estimating equation (Crowder)
#'
#' @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 First weighting vector
#'
#' @author Francois Pelletier
a.Crowder <- function(param,variancef,skewnessf,kurtosisf,dmean,dsd)
{
(-(kurtosisf(param)+2)*dmean(param)+
2*skewnessf(param)*dsd(param))/
(variancef(param)*gammaf.Crowder(param,skewnessf,kurtosisf))
}

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# First weighting vector of the quadratic estimating equation (gaussian)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' First weighting vector of the quadratic estimating equation (gaussian)
#' @param param Vector of parameters of the distribution function
#' @param variancef Variance function of the distribution
#' @param dmean Derivative in respect to the parameter vector of the mean function of the distribution
#' @return First weighting vector
#'
#' @author Francois Pelletier
a.gauss <- function(param,variancef,dmean)
{
dmean(param)/variancef(param)
}

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# Second weighting vector of the modified quadratic estimating equation (Crowder)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' Second weighting vector of the modified quadratic estimating equation (Crowder)
#'
#' @param param Vector of parameters of the distribution function
#' @param Y Individual data sample
#' @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 First weighting vector
#'
#' @author Francois Pelletier
a.Crowder.Mod <- function(param,Y,variancef,dmean,dsd)
{
(moments::skewness(Y)*dmean(param)-2*dsd(param)) /
(variancef(param)^(3/2)*gammaf.Crowder.Mod(Y))
}

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# Second weighting vector of the quadratic estimating equation (Crowder)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' Second weighting vector of the quadratic estimating equation (Crowder)
#'
#' @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 First weighting vector
#'
#' @author Francois Pelletier
b.Crowder <- function(param,variancef,skewnessf,kurtosisf,dmean,dsd)
{
(skewnessf(param)*dmean(param)-
2*dsd(param))/
(variancef(param)^(3/2)*gamma.Crowder(param,skewnessf,kurtosisf))
}

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# Second weighting vector of the quadratic estimating equation (gaussian)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' Second weighting vector of the quadratic estimating equation (gaussian)
#' @param param Vector of parameters of the distribution function
#' @param variancef Variance function of the distribution
#' @param dsd Derivative in respect to the parameter vector of the standard deviation function of the distribution
#' @return Second weighting vector
#'
#' @author Francois Pelletier
b.gauss <- function(param,variancef,dsd)
{
dsd(param)/variancef(param)
}

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# Modified Quadratic estimating equation (Crowder)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' Modified Quadratic estimating equation (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
#' @return The vector value of the estimating equation
#'
#' @author Francois Pelletier
eqn.Crowder.Mod <- function(param,Y,meanf,variancef,dmean,dsd)
{
a.Crowder.Mod(param,variancef,dmean,dsd) * sum(Y-meanf(param)) +
b.Crowder.Mod(param,variancef,dmean,dsd) * sum((Y-meanf(param))^2-variancef(param))
}

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# Quadratic estimating equation (Crowder)
#
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' Quadratic estimating equation (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
#' @return The vector value of the estimating equation
#'
#' @author Francois Pelletier
eqn.Crowder <- function(param,Y,meanf,variancef,skewnessf,kurtosisf,dmean,dsd)
{
a.Crowder(param,variancef,skewnessf,kurtosisf,dmean,dsd) * sum(Y-meanf(param)) +
b.Crowder(param,variancef,skewnessf,kurtosisf,dmean,dsd) * sum((Y-meanf(param))^2-variancef(param))
}

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# 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))
}

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# 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
}

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# 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
}

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# 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)
}

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# 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)
}

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# 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)
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}

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\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
}