# Quadratic form objective function for optimization of the parameter vector (Crowder) # # Author: Francois Pelletier # # LGPL-3.0 ############################################################################### #' Quadratic form objective function for optimization of the parameter vector (Crowder) #' @param Y Individual data sample #' @param param Vector of parameters of the distribution function #' @param meanf Mean function of the distribution #' @param variancef Variance function of the distribution #' @param skewnessf Skewness function of the distribution #' @param kurtosisf Kurtosis function of the distribution #' @param dmean Derivative in respect to the parameter vector of the mean function of the distribution #' @param dsd Derivative in respect to the parameter vector of the standard deviation function of the distribution #' @param Q Weight matrix #' @return The value of the quadratic form #' @export obj.Crowder #' @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) }