objective | R Documentation |
The “distance” of a dataset from a particular Davies distribution
objective(params, dataset) objective.approx(params, dataset)
params |
A three-member vector holding C, lambda1 and lambda2 |
dataset |
The dataset to be considered |
Used by the fit.davies.p()
and fit.davies.q()
functions
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.
Robin K. S. Hankin
fit.davies.p
, fit.davies.q
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)
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