The objective function for fitting the Davies distribution

Description

The “distance” of a dataset from a particular Davies distribution

Usage

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objective(params, dataset)
objective.approx(params, dataset)

Arguments

params

A three-member vector holding C, lambda1 and lambda2

dataset

The dataset to be considered

Details

Used by the fit.davies.p() and fit.davies.q() functions

Value

objective returns the “distance” of a dataset from a particular Davies distribution as measured by the sums of the squares of the differences between observed (dataset) and expected (expected.value()) values.

objective.approx() uses expected.approx() rather than expected() to calculate expectations, as per equation 6.

Author(s)

Robin K. S. Hankin

See Also

fit.davies.p, fit.davies.q

Examples

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params <- c(10, 0.1, 0.1)
x <- rdavies(100,params)
objective(params,x)
objective.approx(params,x)

objective(least.squares(x),x)
objective(davies.start(x),x)